+145.2%
D vs XYL
+449.8%
-304.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.9% |
| 7D | +0.4% | -5.0% | +5.5% | +1.7% |
| 30D | -3.6% | -13.2% | +9.7% | -0.1% |
| 3M | -1.0% | -3.7% | +2.7% | -0.3% |
| 6M | +6.3% | -17.7% | +24.0% | +11.1% |
| YTD | +14.7% | -21.5% | +36.2% | +21.0% |
| 1Y | +16.9% | -24.5% | +41.4% | +24.5% |
| 3Y | +56.8% | +6.9% | +49.9% | +49.9% |
| 5Y | +5.2% | -18.1% | +23.3% | +6.2% |
| 10Y | +35.9% | +134.7% | -98.9% | +5.8% |
| All | +145.2% | +449.8% | -304.5% | +68.4% |
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