-1.6%
F vs XYL
-33.6%
+32.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.8% | +0.3% |
| 7D | -0.6% | +2.1% | -2.7% | -1.2% |
| 30D | +2.9% | -3.4% | +6.2% | +2.6% |
| 3M | -9.5% | -17.2% | +7.7% | -4.5% |
| 6M | +4.0% | -12.0% | +16.1% | +6.6% |
| YTD | -1.3% | -26.3% | +25.0% | +5.4% |
| All | -1.6% | -33.6% | +32.0% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling