+424.6%
ETSY vs XYL
+150.5%
+274.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | -4.9% | +1.2% | -6.1% | -5.7% |
| 30D | -8.6% | -11.9% | +3.3% | -1.3% |
| 3M | +4.8% | -1.5% | +6.3% | +5.2% |
| 6M | +38.1% | -11.9% | +50.0% | +47.7% |
| YTD | +31.2% | -20.6% | +51.8% | +49.8% |
| 1Y | +22.1% | -23.5% | +45.6% | +42.2% |
| 3Y | +12.2% | +14.9% | -2.6% | -4.7% |
| 5Y | -66.5% | -15.3% | -51.2% | -66.1% |
| All | +424.6% | +150.5% | +274.1% | +231.2% |
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