-3.5%
F vs XYL
-36.1%
+32.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.5% | +0.2% |
| 7D | -2.1% | -5.9% | +3.7% | -0.6% |
| 30D | +3.3% | -7.3% | +10.6% | +4.2% |
| 3M | -11.3% | -22.5% | +11.2% | -4.6% |
| 6M | +5.3% | -14.4% | +19.7% | +8.5% |
| YTD | -2.2% | -29.4% | +27.2% | +5.5% |
| 1Y | -3.5% | -35.6% | +32.1% | +13.4% |
| All | -3.5% | -36.1% | +32.6% | +13.4% |
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