+740.7%
GOOGL vs XYL
+149.5%
+591.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | -2.8% | -1.2% | -1.6% | -2.3% |
| 30D | -3.2% | -13.2% | +10.0% | +2.7% |
| 3M | -6.6% | -0.2% | -6.4% | -7.0% |
| 6M | +8.5% | -12.5% | +21.0% | +14.2% |
| YTD | +6.5% | -20.9% | +27.4% | +16.4% |
| 1Y | +39.4% | -21.6% | +61.0% | +52.9% |
| 3Y | +146.2% | +16.1% | +130.1% | +122.0% |
| 5Y | +138.3% | -15.6% | +154.0% | +140.3% |
| All | +740.7% | +149.5% | +591.1% | +475.4% |
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