+2,342.5%
GOOGL vs XYL
+449.8%
+1,892.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.3% |
| 7D | -2.3% | -5.0% | +2.8% | -0.2% |
| 30D | -6.6% | -13.2% | +6.7% | -1.2% |
| 3M | -8.9% | -3.7% | -5.2% | -7.9% |
| 6M | +11.9% | -17.7% | +29.6% | +20.4% |
| YTD | +8.3% | -21.5% | +29.9% | +18.4% |
| 1Y | +46.2% | -24.5% | +70.7% | +62.1% |
| 3Y | +151.9% | +6.9% | +144.9% | +137.5% |
| 5Y | +137.7% | -18.1% | +155.8% | +143.8% |
| 10Y | +757.6% | +134.7% | +622.8% | +472.5% |
| All | +2,342.5% | +449.8% | +1,892.8% | +1,110.8% |
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