+43.5%
F vs XYL
+5.2%
+38.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.3% |
| 7D | +1.6% | +5.9% | -4.3% | -1.1% |
| 30D | +2.6% | -3.9% | +6.6% | +3.1% |
| 3M | -8.8% | -18.7% | +9.9% | +0.1% |
| 6M | +4.6% | -16.9% | +21.5% | +12.9% |
| YTD | -1.9% | -27.4% | +25.5% | +13.5% |
| 1Y | -0.8% | -34.0% | +33.3% | +22.1% |
| 3Y | +43.5% | +5.6% | +37.9% | +10.0% |
| All | +43.5% | +5.2% | +38.2% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling