+45.6%
C vs XYL
-21.5%
+67.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -1.9% |
| 7D | +3.2% | +1.8% | +1.4% | +2.4% |
| 30D | +1.3% | -9.2% | +10.5% | +5.3% |
| 3M | +3.1% | -0.3% | +3.4% | +1.4% |
| 6M | +29.6% | -11.0% | +40.6% | +34.6% |
| YTD | +19.0% | -19.2% | +38.2% | +30.4% |
| 1Y | +45.6% | -21.2% | +66.9% | +62.9% |
| All | +45.6% | -21.5% | +67.1% | +62.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling