-29.9%
COMP vs XYL
-17.7%
-12.2%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.6% | +2.7% |
| 7D | +1.4% | -5.0% | +6.4% | +6.9% |
| 30D | -13.3% | -13.2% | -0.1% | +0.3% |
| 3M | +41.1% | -3.7% | +44.8% | +45.9% |
| 6M | +17.2% | -17.7% | +34.9% | +42.7% |
| YTD | +5.2% | -21.5% | +26.7% | +33.1% |
| 1Y | +18.9% | -24.5% | +43.4% | +55.7% |
| 3Y | +215.9% | +6.9% | +209.0% | +162.6% |
| All | -29.9% | -17.7% | -12.2% | -32.8% |
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