+30.5%
ETSY vs XYL
-8.9%
+39.4%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +3.0% | -7.8% | -5.6% |
| 7D | -10.9% | +1.8% | -12.7% | -11.3% |
| 30D | -14.9% | -9.2% | -5.7% | -12.4% |
| 3M | +5.8% | -0.3% | +6.1% | +6.5% |
| All | +30.5% | -8.9% | +39.4% | +30.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling