-65.8%
ETSY vs XYL
-16.2%
-49.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.3% |
| 7D | -4.9% | +1.2% | -6.1% | -5.9% |
| 30D | -8.6% | -11.9% | +3.3% | +0.4% |
| 3M | +4.8% | -1.5% | +6.3% | +5.0% |
| 6M | +38.1% | -11.9% | +50.0% | +49.6% |
| YTD | +31.2% | -20.6% | +51.8% | +54.3% |
| 1Y | +22.1% | -23.5% | +45.6% | +47.3% |
| 3Y | +12.2% | +14.9% | -2.6% | -17.3% |
| All | -65.8% | -16.2% | -49.6% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling