+14.7%
D vs XYL
-36.5%
+51.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | -3.1% | -6.0% | +3.0% | -2.3% |
| 30D | +8.4% | -8.3% | +16.7% | +8.9% |
| 3M | +0.2% | -22.6% | +22.8% | +1.9% |
| 6M | +9.5% | -15.0% | +24.5% | +10.8% |
| YTD | +18.8% | -30.2% | +49.0% | +19.2% |
| 1Y | +14.7% | -36.4% | +51.1% | +16.8% |
| All | +14.7% | -36.5% | +51.2% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling