+10.4%
ETSY vs XYL
+15.2%
-4.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | -12.7% | -1.2% | -11.5% | -12.3% |
| 30D | -9.9% | -13.2% | +3.2% | -5.0% |
| 3M | +4.2% | -0.2% | +4.3% | +3.9% |
| 6M | +34.2% | -12.5% | +46.7% | +40.3% |
| YTD | +29.1% | -20.9% | +50.0% | +40.8% |
| 1Y | +23.8% | -21.6% | +45.4% | +35.1% |
| All | +10.4% | +15.2% | -4.8% | -13.7% |
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