+417.9%
GE vs XYL
-15.4%
+433.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.8% | -2.3% |
| 7D | -1.2% | +0.8% | -2.1% | -1.7% |
| 30D | -11.3% | -10.8% | -0.4% | -6.1% |
| 3M | -1.4% | -2.5% | +1.1% | -0.8% |
| 6M | +1.2% | -12.2% | +13.4% | +7.5% |
| YTD | +5.9% | -20.1% | +26.0% | +17.5% |
| 1Y | +18.4% | -20.6% | +39.0% | +31.7% |
| 3Y | +271.0% | +17.3% | +253.6% | +235.0% |
| 5Y | +417.9% | -14.5% | +432.4% | +402.2% |
| All | +417.9% | -15.4% | +433.4% | +402.2% |
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