+7.6%
COMP vs XYL
-36.2%
+43.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | 0.0% | -3.7% | +3.7% | +2.5% |
| 30D | +16.6% | -8.3% | +24.9% | +20.4% |
| 3M | -23.5% | -21.4% | -2.1% | -11.1% |
| 6M | +25.7% | -12.9% | +38.7% | +32.9% |
| YTD | -3.4% | -30.1% | +26.7% | +13.4% |
| 1Y | +7.6% | -35.2% | +42.7% | +34.9% |
| All | +7.6% | -36.2% | +43.8% | +34.9% |
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