+67.3%
F vs XYL
+100.4%
-33.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -3.1% | -3.7% | +0.6% | -0.9% |
| 30D | 0.0% | -8.3% | +8.4% | +3.8% |
| 3M | -13.2% | -21.4% | +8.2% | -1.0% |
| 6M | -10.2% | -12.9% | +2.7% | -4.5% |
| YTD | -4.9% | -30.1% | +25.1% | +15.0% |
| 1Y | -6.1% | -35.2% | +29.1% | +19.4% |
| 3Y | +46.0% | -0.8% | +46.7% | +38.3% |
| 5Y | -15.7% | -23.2% | +7.5% | -8.1% |
| All | +67.3% | +100.4% | -33.1% | +8.1% |
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 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