+195.3%
B vs XYL
+5.6%
+189.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.8% | +3.9% |
| 7D | +11.3% | +2.1% | +9.3% | +10.9% |
| 30D | +2.9% | -3.4% | +6.3% | +3.0% |
| 3M | -2.9% | -17.2% | +14.3% | +1.0% |
| 6M | -1.2% | -12.0% | +10.8% | +0.5% |
| YTD | -1.3% | -26.3% | +25.0% | +4.1% |
| 1Y | +30.4% | -33.5% | +63.9% | +41.1% |
| 3Y | +195.3% | +6.4% | +188.9% | +143.9% |
| All | +195.3% | +5.6% | +189.7% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling