+208.8%
C vs XYL
+113.6%
+95.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.7% | +1.8% |
| 7D | -0.4% | +0.6% | -1.0% | -0.8% |
| 30D | -5.2% | -5.7% | +0.5% | -3.3% |
| 3M | -9.1% | -19.8% | +10.7% | +2.5% |
| 6M | -1.6% | -14.2% | +12.6% | +5.3% |
| YTD | +6.9% | -28.1% | +35.0% | +28.1% |
| 1Y | +23.0% | -35.0% | +58.0% | +57.6% |
| 3Y | +216.1% | +2.1% | +214.1% | +190.8% |
| 5Y | +112.2% | -22.1% | +134.4% | +129.4% |
| 10Y | +208.8% | +107.0% | +101.8% | +82.3% |
| All | +208.8% | +113.6% | +95.2% | +82.3% |
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