+154.2%
D vs XYL
+416.3%
-262.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.9% |
| 7D | +0.8% | +2.1% | -1.3% | +0.3% |
| 30D | +10.7% | -3.4% | +14.1% | +11.2% |
| 3M | +2.3% | -17.2% | +19.5% | +6.7% |
| 6M | +12.5% | -12.0% | +24.5% | +15.4% |
| YTD | +20.1% | -26.3% | +46.4% | +28.1% |
| 1Y | +15.6% | -33.5% | +49.0% | +26.5% |
| 3Y | +75.2% | +6.4% | +68.8% | +66.9% |
| 5Y | +14.6% | -20.9% | +35.5% | +16.2% |
| 10Y | +43.8% | +120.8% | -77.1% | +13.2% |
| All | +154.2% | +416.3% | -262.2% | +76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling