+252.1%
INTC vs XYL
+150.5%
+101.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.4% |
| 7D | +7.5% | +1.2% | +6.3% | +6.9% |
| 30D | +2.0% | -11.9% | +13.9% | +9.4% |
| 3M | -12.0% | -1.5% | -10.4% | -12.4% |
| 6M | +114.5% | -11.9% | +126.4% | +127.5% |
| YTD | +179.0% | -20.6% | +199.6% | +212.2% |
| 1Y | +318.3% | -23.5% | +341.8% | +378.6% |
| 3Y | +171.2% | +14.9% | +156.4% | +145.7% |
| 5Y | +107.6% | -15.3% | +122.9% | +116.7% |
| All | +252.1% | +150.5% | +101.7% | +123.2% |
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