+18.9%
B vs XYL
+416.3%
-397.5%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.8% | +4.0% |
| 7D | +11.3% | +2.1% | +9.3% | +11.0% |
| 30D | +2.9% | -3.4% | +6.3% | +3.2% |
| 3M | -2.9% | -17.2% | +14.3% | 0.0% |
| 6M | -1.2% | -12.0% | +10.8% | +0.4% |
| YTD | -1.3% | -26.3% | +25.0% | +3.1% |
| 1Y | +30.4% | -33.5% | +63.9% | +38.7% |
| 3Y | +195.3% | +6.4% | +188.9% | +188.5% |
| 5Y | +146.2% | -20.9% | +167.1% | +149.2% |
| 10Y | +200.5% | +120.8% | +79.6% | +142.7% |
| All | +18.9% | +416.3% | -397.5% | -25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling