+207.2%
C vs XYL
+100.1%
+107.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.6% |
| 7D | +4.7% | -6.0% | +10.8% | +8.8% |
| 30D | +0.2% | -8.3% | +8.5% | +3.9% |
| 3M | -9.3% | -22.6% | +13.3% | +4.5% |
| 6M | -0.8% | -15.0% | +14.2% | +6.6% |
| YTD | +8.5% | -30.2% | +38.7% | +32.3% |
| 1Y | +23.1% | -36.4% | +59.5% | +59.8% |
| 3Y | +220.8% | -0.9% | +221.7% | +200.4% |
| 5Y | +112.4% | -23.4% | +135.8% | +131.3% |
| All | +207.2% | +100.1% | +107.1% | +85.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling