+492.2%
C vs XYL
+408.9%
+83.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.9% |
| 7D | -2.4% | +5.9% | -8.3% | -5.9% |
| 30D | -6.0% | -3.9% | -2.1% | -5.2% |
| 3M | -10.5% | -18.7% | +8.1% | -0.4% |
| 6M | -5.7% | -16.9% | +11.2% | +2.8% |
| YTD | +4.1% | -27.4% | +31.5% | +23.2% |
| 1Y | +20.5% | -34.0% | +54.5% | +51.6% |
| 3Y | +208.1% | +5.6% | +202.5% | +180.4% |
| 5Y | +110.4% | -20.6% | +131.0% | +123.0% |
| 10Y | +234.6% | +133.4% | +101.2% | +77.2% |
| All | +492.2% | +408.9% | +83.3% | +97.5% |
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