+31.0%
F vs XYL
-23.4%
+54.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +2.3% |
| 7D | +5.3% | -5.0% | +10.4% | +7.5% |
| 30D | +4.6% | -13.2% | +17.8% | +10.7% |
| 3M | -3.7% | -3.7% | 0.0% | -2.8% |
| 6M | +16.8% | -17.7% | +34.5% | +26.0% |
| YTD | +15.3% | -21.5% | +36.8% | +24.5% |
| 1Y | +31.0% | -24.5% | +55.5% | +47.1% |
| All | +31.0% | -23.4% | +54.4% | +47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling