-17.0%
COMP vs XYL
-22.7%
+5.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.4% | -5.0% | -5.0% |
| 7D | +7.2% | +0.6% | +6.6% | +6.7% |
| 30D | +6.4% | -5.7% | +12.1% | +10.2% |
| 3M | -19.4% | -19.8% | +0.4% | -1.9% |
| 6M | +14.6% | -14.2% | +28.8% | +29.4% |
| YTD | -5.5% | -28.1% | +22.6% | +27.1% |
| 1Y | +13.7% | -35.0% | +48.6% | +70.1% |
| 3Y | +409.7% | +2.1% | +407.6% | +323.6% |
| 5Y | -17.0% | -22.1% | +5.1% | +1.8% |
| All | -17.0% | -22.7% | +5.7% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling