-54.2%
COMP vs XYL
+0.7%
-55.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -1.0% | -7.2% | -7.2% |
| 7D | -1.8% | +10.2% | -12.0% | -10.2% |
| 30D | -0.8% | -4.3% | +3.6% | +1.5% |
| 3M | -28.1% | -17.8% | -10.3% | -15.1% |
| 6M | +27.0% | -13.4% | +40.4% | +42.5% |
| YTD | -12.8% | -25.7% | +12.9% | +12.4% |
| 1Y | +4.9% | -32.7% | +37.6% | +49.1% |
| 3Y | +321.0% | +7.1% | +313.9% | +245.0% |
| 5Y | -25.6% | -18.7% | -6.8% | -29.8% |
| All | -54.2% | +0.7% | -55.0% | -56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling