+86.4%
F vs XYL
+141.5%
-55.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.0% | -7.2% | -6.1% |
| 7D | +1.2% | +1.8% | -0.6% | -0.1% |
| 30D | +1.2% | -9.2% | +10.4% | +7.3% |
| 3M | -5.7% | -0.3% | -5.4% | -6.2% |
| 6M | +17.9% | -11.0% | +28.9% | +25.5% |
| YTD | +10.4% | -19.2% | +29.6% | +24.3% |
| 1Y | +25.3% | -21.2% | +46.6% | +43.4% |
| 3Y | +37.5% | +18.6% | +18.9% | +18.3% |
| 5Y | +46.5% | -14.3% | +60.8% | +51.6% |
| 10Y | +86.4% | +141.0% | -54.6% | +7.2% |
| All | +86.4% | +141.5% | -55.1% | +7.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling