+64.7%
D vs XYL
+12.6%
+52.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.1% |
| 7D | +1.5% | -5.0% | +6.5% | +2.3% |
| 30D | -2.6% | -13.2% | +10.6% | -0.4% |
| 3M | 0.0% | -3.7% | +3.7% | +0.5% |
| 6M | +7.4% | -17.7% | +25.0% | +10.5% |
| YTD | +15.9% | -21.5% | +37.4% | +19.8% |
| 1Y | +18.1% | -24.5% | +42.6% | +22.9% |
| All | +64.7% | +12.6% | +52.1% | +40.9% |
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