+81.0%
F vs XYL
+129.6%
-48.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.8% | -0.2% |
| 7D | -0.6% | +2.1% | -2.7% | -1.9% |
| 30D | +2.9% | -3.4% | +6.2% | +3.5% |
| 3M | -9.5% | -17.2% | +7.7% | 0.0% |
| 6M | +4.0% | -12.0% | +16.1% | +10.0% |
| YTD | -1.3% | -26.3% | +25.0% | +15.8% |
| 1Y | -1.9% | -33.5% | +31.5% | +22.9% |
| 3Y | +53.5% | +6.4% | +47.1% | +39.3% |
| 5Y | -15.1% | -20.9% | +5.8% | -9.0% |
| 10Y | +81.0% | +120.8% | -39.9% | +10.2% |
| All | +81.0% | +129.6% | -48.6% | +10.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling