+427.0%
GE vs XYL
-23.5%
+450.5%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +2.3% |
| 7D | +4.0% | -5.9% | +9.9% | +6.9% |
| 30D | +11.1% | -7.3% | +18.3% | +13.4% |
| 3M | -6.7% | -22.5% | +15.8% | +4.1% |
| 6M | +14.3% | -14.4% | +28.7% | +20.6% |
| YTD | +11.7% | -29.4% | +41.1% | +29.7% |
| 1Y | +10.9% | -35.6% | +46.5% | +35.1% |
| 3Y | +279.0% | +0.3% | +278.7% | +262.5% |
| 5Y | +427.0% | -22.3% | +449.3% | +473.1% |
| All | +427.0% | -23.5% | +450.5% | +473.1% |
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