+381.6%
COMP vs XYL
+5.2%
+376.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.2% | +13.0% | +12.3% |
| 7D | +13.4% | +5.9% | +7.6% | +9.0% |
| 30D | +11.1% | -3.9% | +15.0% | +12.2% |
| 3M | -18.8% | -18.7% | -0.2% | -6.9% |
| 6M | +10.5% | -16.9% | +27.4% | +24.1% |
| YTD | -3.4% | -27.4% | +24.0% | +18.8% |
| 1Y | +19.7% | -34.0% | +53.7% | +58.4% |
| 3Y | +381.6% | +5.6% | +376.0% | +161.7% |
| All | +381.6% | +5.2% | +376.4% | +161.7% |
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