+35.3%
D vs XYL
+141.5%
-106.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | -0.3% |
| 7D | +0.8% | +1.8% | -1.0% | +0.2% |
| 30D | -0.7% | -9.2% | +8.5% | +2.0% |
| 3M | +2.1% | -0.3% | +2.4% | +1.9% |
| 6M | +6.8% | -11.0% | +17.8% | +9.9% |
| YTD | +16.5% | -19.2% | +35.7% | +22.9% |
| 1Y | +19.2% | -21.2% | +40.4% | +26.4% |
| 3Y | +61.9% | +18.6% | +43.3% | +47.8% |
| 5Y | +6.5% | -14.3% | +20.9% | +6.5% |
| 10Y | +35.3% | +141.0% | -105.8% | +1.4% |
| All | +35.3% | +141.5% | -106.2% | +1.4% |
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 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