+99.4%
DE vs XYL
-15.8%
+115.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | -2.4% | -1.2% | -1.1% | -1.9% |
| 30D | +9.7% | -13.2% | +22.9% | +16.6% |
| 3M | +21.4% | -0.2% | +21.5% | +21.0% |
| 6M | +15.0% | -12.5% | +27.5% | +21.5% |
| YTD | +46.4% | -20.9% | +67.3% | +60.9% |
| 1Y | +45.6% | -21.6% | +67.2% | +60.4% |
| 3Y | +76.8% | +16.1% | +60.6% | +62.4% |
| 5Y | +99.4% | -15.6% | +115.0% | +103.8% |
| All | +99.4% | -15.8% | +115.2% | +103.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling