+104.7%
COST vs XYL
-15.8%
+120.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -2.5% | -1.2% | -1.2% | -2.1% |
| 30D | -4.4% | -13.2% | +8.7% | -0.1% |
| 3M | -8.1% | -0.2% | -7.9% | -8.4% |
| 6M | -9.2% | -12.5% | +3.2% | -5.8% |
| YTD | +5.1% | -20.9% | +26.0% | +12.7% |
| 1Y | -5.1% | -21.6% | +16.5% | +1.8% |
| 3Y | +70.4% | +16.1% | +54.2% | +52.4% |
| 5Y | +104.7% | -15.6% | +120.3% | +100.2% |
| All | +104.7% | -15.8% | +120.5% | +100.2% |
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