+851.5%
DE vs XYL
+150.5%
+701.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.6% |
| 7D | -2.6% | +1.2% | -3.8% | -3.3% |
| 30D | +9.0% | -11.9% | +21.0% | +17.2% |
| 3M | +19.1% | -1.5% | +20.7% | +19.5% |
| 6M | +14.4% | -11.9% | +26.3% | +22.5% |
| YTD | +45.9% | -20.6% | +66.5% | +65.1% |
| 1Y | +43.6% | -23.5% | +67.1% | +65.9% |
| 3Y | +75.9% | +14.9% | +61.0% | +54.4% |
| 5Y | +98.8% | -15.3% | +114.1% | +107.0% |
| All | +851.5% | +150.5% | +701.0% | +441.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling