+48.3%
D vs XYL
+113.6%
-65.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.9% |
| 7D | +2.4% | +0.6% | +1.8% | +2.2% |
| 30D | +10.9% | -5.7% | +16.6% | +12.2% |
| 3M | +2.8% | -19.8% | +22.6% | +8.9% |
| 6M | +12.7% | -14.2% | +26.9% | +16.8% |
| YTD | +20.3% | -28.1% | +48.4% | +30.5% |
| 1Y | +17.1% | -35.0% | +52.1% | +31.0% |
| 3Y | +75.1% | +2.1% | +73.1% | +66.4% |
| 5Y | +13.1% | -22.1% | +35.2% | +15.7% |
| 10Y | +48.3% | +107.0% | -58.7% | +14.6% |
| All | +48.3% | +113.6% | -65.3% | +14.6% |
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