+9.2%
EQX vs XYL
-30.7%
+39.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +5.0% | +7.8% | +11.8% |
| 7D | +7.6% | +14.5% | -6.9% | +5.4% |
| 30D | +0.4% | -1.3% | +1.8% | -0.6% |
| 3M | +18.0% | -17.0% | +35.0% | +21.4% |
| 6M | -18.4% | -11.3% | -7.0% | -18.2% |
| YTD | -19.3% | -25.0% | +5.6% | -24.8% |
| 1Y | +9.2% | -31.5% | +40.8% | +10.4% |
| All | +9.2% | -30.7% | +39.9% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling