+409.7%
COMP vs XYL
+3.5%
+406.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.4% | -5.0% | -5.7% |
| 7D | +7.2% | +0.6% | +6.6% | +6.9% |
| 30D | +6.4% | -5.7% | +12.1% | +9.1% |
| 3M | -19.4% | -19.8% | +0.4% | -6.5% |
| 6M | +14.6% | -14.2% | +28.8% | +25.5% |
| YTD | -5.5% | -28.1% | +22.6% | +17.2% |
| 1Y | +13.7% | -35.0% | +48.6% | +52.2% |
| 3Y | +409.7% | +2.1% | +407.6% | +216.4% |
| All | +409.7% | +3.5% | +406.2% | +216.4% |
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