+47.3%
EQIX vs XYL
-0.5%
+47.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | +4.1% | -3.7% | +7.8% | +4.9% |
| 30D | +5.8% | -8.3% | +14.1% | +6.9% |
| 3M | -1.4% | -21.4% | +20.0% | +3.9% |
| 6M | -1.2% | -12.9% | +11.7% | +0.5% |
| YTD | +39.6% | -30.1% | +69.7% | +51.3% |
| 1Y | +36.8% | -35.2% | +72.0% | +52.3% |
| 3Y | +47.3% | -0.8% | +48.0% | +25.0% |
| All | +47.3% | -0.5% | +47.7% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling