+87.3%
EQT vs XYL
+454.2%
-366.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | -1.2% | -1.2% | +0.1% | -0.7% |
| 30D | +1.1% | -13.2% | +14.3% | +7.0% |
| 3M | +4.8% | -0.2% | +5.0% | +4.1% |
| 6M | -10.6% | -12.5% | +1.9% | -6.6% |
| YTD | +3.4% | -20.9% | +24.3% | +12.1% |
| 1Y | +8.7% | -21.6% | +30.2% | +18.0% |
| 3Y | +35.0% | +16.1% | +18.8% | +20.2% |
| 5Y | +204.2% | -15.6% | +219.9% | +206.2% |
| 10Y | +52.5% | +147.7% | -95.2% | -12.2% |
| All | +87.3% | +454.2% | -366.9% | -20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling