+72.2%
F vs XYL
+113.6%
-41.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -0.4% |
| 7D | -0.2% | +0.6% | -0.8% | -0.6% |
| 30D | +0.9% | -5.7% | +6.6% | +3.0% |
| 3M | -11.3% | -19.8% | +8.5% | -0.1% |
| 6M | +2.0% | -14.2% | +16.2% | +9.5% |
| YTD | -3.2% | -28.1% | +24.9% | +15.3% |
| 1Y | -3.5% | -35.0% | +31.5% | +22.7% |
| 3Y | +48.1% | +2.1% | +46.0% | +38.0% |
| 5Y | -13.5% | -22.1% | +8.6% | -6.5% |
| 10Y | +72.2% | +107.0% | -34.8% | +8.4% |
| All | +72.2% | +113.6% | -41.4% | +8.4% |
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