+581.3%
C vs XYL
+449.8%
+131.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +1.0% |
| 7D | +3.6% | -5.0% | +8.7% | +7.0% |
| 30D | +0.1% | -13.2% | +13.3% | +9.2% |
| 3M | +2.4% | -3.7% | +6.1% | +3.9% |
| 6M | +24.9% | -17.7% | +42.6% | +39.7% |
| YTD | +19.8% | -21.5% | +41.3% | +37.8% |
| 1Y | +44.9% | -24.5% | +69.4% | +70.5% |
| 3Y | +263.0% | +6.9% | +256.0% | +234.0% |
| 5Y | +129.5% | -18.1% | +147.6% | +143.3% |
| 10Y | +291.6% | +134.7% | +156.9% | +109.5% |
| All | +581.3% | +449.8% | +131.5% | +120.9% |
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 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