+2,281.0%
GOOG vs XYL
+459.9%
+1,821.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.7% |
| 7D | -1.6% | +0.8% | -2.4% | -1.9% |
| 30D | -7.7% | -10.8% | +3.2% | -3.4% |
| 3M | -9.3% | -2.5% | -6.8% | -8.8% |
| 6M | +7.4% | -12.2% | +19.6% | +12.6% |
| YTD | +4.9% | -20.1% | +24.9% | +13.6% |
| 1Y | +37.2% | -20.6% | +57.9% | +49.0% |
| 3Y | +141.6% | +17.3% | +124.3% | +119.4% |
| 5Y | +128.8% | -14.5% | +143.2% | +130.6% |
| 10Y | +772.7% | +150.2% | +622.5% | +469.7% |
| All | +2,281.0% | +459.9% | +1,821.1% | +1,071.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling