+606.1%
COST vs XYL
+150.5%
+455.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | -1.2% | +1.2% | -2.4% | -1.6% |
| 30D | -4.7% | -11.9% | +7.2% | -1.0% |
| 3M | -7.1% | -1.5% | -5.6% | -7.0% |
| 6M | -8.5% | -11.9% | +3.4% | -5.5% |
| YTD | +5.4% | -20.6% | +26.0% | +12.3% |
| 1Y | -5.6% | -23.5% | +17.9% | +1.6% |
| 3Y | +68.5% | +14.9% | +53.6% | +55.9% |
| 5Y | +105.2% | -15.3% | +120.5% | +104.1% |
| All | +606.1% | +150.5% | +455.6% | +423.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling