-10.2%
DOW vs XYL
+49.0%
-59.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.5% |
| 7D | -2.4% | -1.2% | -1.1% | -1.6% |
| 30D | -4.1% | -13.2% | +9.1% | +4.9% |
| 3M | -12.4% | -0.2% | -12.3% | -13.6% |
| 6M | -10.6% | -12.5% | +1.9% | -4.7% |
| YTD | +31.1% | -20.9% | +52.0% | +48.4% |
| 1Y | +30.5% | -21.6% | +52.1% | +48.9% |
| 3Y | -34.4% | +16.1% | -50.5% | -44.8% |
| 5Y | -35.5% | -15.6% | -19.9% | -32.6% |
| All | -10.2% | +49.0% | -59.2% | -43.9% |
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 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