+75.0%
D vs XYL
-0.5%
+75.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | -1.4% | -3.7% | +2.4% | -0.8% |
| 30D | +7.7% | -8.3% | +16.1% | +8.8% |
| 3M | -0.3% | -21.4% | +21.1% | +2.9% |
| 6M | +10.1% | -12.9% | +23.0% | +11.8% |
| YTD | +19.1% | -30.1% | +49.1% | +24.3% |
| 1Y | +15.9% | -35.2% | +51.1% | +22.6% |
| 3Y | +75.0% | -0.8% | +75.8% | +53.9% |
| All | +75.0% | -0.5% | +75.5% | +53.9% |
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