+780.7%
GOOG vs XYL
+150.5%
+630.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | 0.0% | +1.2% | -1.2% | -0.5% |
| 30D | -2.0% | -11.9% | +10.0% | +3.4% |
| 3M | -5.9% | -1.5% | -4.3% | -5.7% |
| 6M | +8.9% | -11.9% | +20.8% | +14.2% |
| YTD | +7.1% | -20.6% | +27.7% | +16.9% |
| 1Y | +39.7% | -23.5% | +63.2% | +54.8% |
| 3Y | +145.8% | +14.9% | +131.0% | +123.0% |
| 5Y | +138.6% | -15.3% | +153.9% | +140.2% |
| All | +780.7% | +150.5% | +630.2% | +504.2% |
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 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