+142.7%
ETSY vs XYL
+255.6%
-112.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +3.0% | -7.8% | -6.7% |
| 7D | -10.9% | +1.8% | -12.7% | -12.0% |
| 30D | -14.9% | -9.2% | -5.7% | -9.8% |
| 3M | +5.8% | -0.3% | +6.1% | +5.2% |
| 6M | +29.1% | -11.0% | +40.1% | +37.2% |
| YTD | +31.3% | -19.2% | +50.6% | +48.4% |
| 1Y | +25.1% | -21.2% | +46.3% | +43.2% |
| 3Y | +8.5% | +18.6% | -10.1% | -9.7% |
| 5Y | -66.1% | -14.3% | -51.8% | -65.7% |
| 10Y | +410.3% | +141.0% | +269.3% | +178.9% |
| All | +142.7% | +255.6% | -112.9% | -8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling