+73.3%
D vs XYL
+5.2%
+68.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.1% |
| 7D | +3.0% | +5.9% | -2.9% | +2.1% |
| 30D | +11.5% | -3.9% | +15.4% | +11.7% |
| 3M | +3.7% | -18.7% | +22.4% | +6.4% |
| 6M | +13.5% | -16.9% | +30.4% | +16.0% |
| YTD | +20.7% | -27.4% | +48.1% | +25.3% |
| 1Y | +18.2% | -34.0% | +52.2% | +24.9% |
| 3Y | +73.3% | +5.6% | +67.7% | +48.3% |
| All | +73.3% | +5.2% | +68.1% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling