+151.2%
GE vs XYL
+100.1%
+51.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.3% | -2.8% |
| 7D | +5.1% | -6.0% | +11.1% | +9.0% |
| 30D | +7.6% | -8.3% | +15.9% | +11.3% |
| 3M | -9.3% | -22.6% | +13.3% | +3.8% |
| 6M | +11.5% | -15.0% | +26.6% | +19.8% |
| YTD | +7.9% | -30.2% | +38.0% | +30.2% |
| 1Y | +7.6% | -36.4% | +44.0% | +37.7% |
| 3Y | +265.9% | -0.9% | +266.7% | +246.0% |
| 5Y | +405.9% | -23.4% | +429.3% | +450.4% |
| All | +151.2% | +100.1% | +51.2% | +62.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling