-49.3%
COMP vs XYL
-1.5%
-47.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.2% | +13.0% | +12.8% |
| 7D | +13.4% | +5.9% | +7.6% | +7.5% |
| 30D | +11.1% | -3.9% | +15.0% | +12.7% |
| 3M | -18.8% | -18.7% | -0.2% | -3.5% |
| 6M | +10.5% | -16.9% | +27.4% | +28.2% |
| YTD | -3.4% | -27.4% | +24.0% | +26.8% |
| 1Y | +19.7% | -34.0% | +53.7% | +72.9% |
| 3Y | +381.6% | +5.6% | +376.0% | +298.3% |
| 5Y | -17.6% | -20.6% | +3.0% | -20.9% |
| All | -49.3% | -1.5% | -47.8% | -50.8% |
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