+207.2%
COMP vs XYL
+8.6%
+198.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.6% | +2.2% |
| 7D | +1.4% | -5.0% | +6.4% | +5.7% |
| 30D | -13.3% | -13.2% | -0.1% | -2.9% |
| 3M | +41.1% | -3.7% | +44.8% | +44.9% |
| 6M | +17.2% | -17.7% | +34.9% | +35.8% |
| YTD | +5.2% | -21.5% | +26.7% | +25.3% |
| 1Y | +18.9% | -24.5% | +43.4% | +45.2% |
| All | +207.2% | +8.6% | +198.6% | +143.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling