+3.6%
GOOG vs XYL
-30.7%
+34.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.0% | -1.7% | +2.7% |
| 7D | -10.7% | +14.5% | -25.3% | -12.0% |
| 30D | -16.4% | -1.3% | -15.1% | -16.4% |
| 3M | -23.4% | -17.0% | -6.4% | -19.8% |
| 6M | -24.2% | -11.3% | -12.9% | -22.4% |
| YTD | -8.3% | -25.0% | +16.7% | -3.2% |
| 1Y | +3.6% | -31.5% | +35.1% | +18.5% |
| All | +3.6% | -30.7% | +34.3% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling