+0.1%
DOW vs XYL
+31.7%
-31.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +5.2% | -3.7% | +9.0% | +7.5% |
| 30D | +13.2% | -8.3% | +21.5% | +17.3% |
| 3M | +10.1% | -21.4% | +31.5% | +25.5% |
| 6M | -13.1% | -12.9% | -0.1% | -8.6% |
| YTD | +46.1% | -30.1% | +76.2% | +75.2% |
| 1Y | +50.0% | -35.2% | +85.2% | +89.9% |
| 3Y | -20.2% | -0.8% | -19.5% | -27.0% |
| 5Y | -27.7% | -23.2% | -4.4% | -21.5% |
| All | +0.1% | +31.7% | -31.6% | -33.8% |
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 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