-49.3%
COMP vs XYL
-5.2%
-44.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.5% |
| 7D | 0.0% | -3.7% | +3.7% | +3.7% |
| 30D | +16.6% | -8.3% | +24.9% | +23.8% |
| 3M | -23.5% | -21.4% | -2.1% | -5.9% |
| 6M | +25.7% | -12.9% | +38.7% | +39.0% |
| YTD | -3.4% | -30.1% | +26.7% | +31.5% |
| 1Y | +7.6% | -35.2% | +42.7% | +58.0% |
| 3Y | +423.6% | -0.8% | +424.4% | +361.7% |
| 5Y | -10.6% | -23.2% | +12.6% | -11.1% |
| All | -49.3% | -5.2% | -44.2% | -48.9% |
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 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