+2,034.5%
GOOGL vs XYL
+389.9%
+1,644.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | +3.9% | -3.7% | +7.6% | +5.3% |
| 30D | -14.9% | -8.3% | -6.6% | -13.0% |
| 3M | -14.6% | -21.4% | +6.9% | -7.3% |
| 6M | -26.4% | -12.9% | -13.5% | -23.7% |
| YTD | -5.3% | -30.1% | +24.7% | +6.7% |
| 1Y | +6.5% | -35.2% | +41.6% | +23.7% |
| 3Y | +126.0% | -0.8% | +126.8% | +116.5% |
| 5Y | +100.8% | -23.2% | +124.1% | +108.7% |
| 10Y | +673.8% | +101.2% | +572.5% | +441.0% |
| All | +2,034.5% | +389.9% | +1,644.6% | +991.8% |
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