+94.6%
F vs XYL
+134.6%
-39.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +2.7% |
| 7D | +5.3% | -5.0% | +10.4% | +8.7% |
| 30D | +4.6% | -13.2% | +17.8% | +14.2% |
| 3M | -3.7% | -3.7% | 0.0% | -1.9% |
| 6M | +16.8% | -17.7% | +34.5% | +30.9% |
| YTD | +15.3% | -21.5% | +36.8% | +32.3% |
| 1Y | +31.0% | -24.5% | +55.5% | +54.1% |
| 3Y | +45.4% | +6.9% | +38.5% | +33.9% |
| 5Y | +54.7% | -18.1% | +72.7% | +64.8% |
| All | +94.6% | +134.6% | -39.9% | +14.2% |
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