+25.8%
B vs XYL
+449.8%
-423.9%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.8% |
| 7D | -1.6% | -5.0% | +3.5% | -0.7% |
| 30D | +9.4% | -13.2% | +22.6% | +12.1% |
| 3M | +5.0% | -3.7% | +8.7% | +5.5% |
| 6M | -3.5% | -17.7% | +14.1% | -0.4% |
| YTD | +4.5% | -21.5% | +26.0% | +8.5% |
| 1Y | +67.8% | -24.5% | +92.3% | +75.3% |
| 3Y | +196.7% | +6.9% | +189.8% | +190.4% |
| 5Y | +151.9% | -18.1% | +170.0% | +154.1% |
| 10Y | +202.2% | +134.7% | +67.4% | +142.6% |
| All | +25.8% | +449.8% | -423.9% | -21.2% |
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