-15.8%
F vs XYL
-21.3%
+5.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.6% |
| 7D | +1.6% | +5.9% | -4.3% | -1.8% |
| 30D | +2.6% | -3.9% | +6.6% | +3.4% |
| 3M | -8.8% | -18.7% | +9.9% | +1.8% |
| 6M | +4.6% | -16.9% | +21.5% | +14.4% |
| YTD | -1.9% | -27.4% | +25.5% | +16.1% |
| 1Y | -0.8% | -34.0% | +33.3% | +25.4% |
| 3Y | +43.5% | +5.6% | +37.9% | +27.2% |
| All | -15.8% | -21.3% | +5.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling