-8.7%
COMP vs XYL
-23.3%
+14.6%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.5% |
| 7D | 0.0% | -3.7% | +3.7% | +3.9% |
| 30D | +16.6% | -8.3% | +24.9% | +24.0% |
| 3M | -23.5% | -21.4% | -2.1% | -5.0% |
| 6M | +25.7% | -12.9% | +38.7% | +39.4% |
| YTD | -3.4% | -30.1% | +26.7% | +33.3% |
| 1Y | +7.6% | -35.2% | +42.7% | +60.9% |
| 3Y | +423.6% | -0.8% | +424.4% | +347.4% |
| All | -8.7% | -23.3% | +14.6% | +8.7% |
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 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