+120.7%
F vs XYL
+408.9%
-288.2%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.6% |
| 3M | -8.8% | -18.7% | +9.9% | +1.3% |
| 6M | +4.6% | -16.9% | +21.5% | +14.0% |
| YTD | -1.9% | -27.4% | +25.5% | +15.0% |
| 1Y | -0.8% | -34.0% | +33.3% | +23.3% |
| 3Y | +43.5% | +5.6% | +37.9% | +32.6% |
| 5Y | -12.1% | -20.6% | +8.5% | -5.6% |
| 10Y | +83.6% | +133.4% | -49.8% | +7.6% |
| All | +120.7% | +408.9% | -288.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling