+179.9%
INTC vs XYL
+16.4%
+163.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.3% |
| 7D | +18.0% | +0.8% | +17.1% | +17.4% |
| 30D | +8.9% | -10.8% | +19.8% | +16.3% |
| 3M | -1.6% | -2.5% | +1.0% | -2.2% |
| 6M | +133.1% | -12.2% | +145.3% | +147.9% |
| YTD | +187.9% | -20.1% | +208.0% | +223.2% |
| 1Y | +334.7% | -20.6% | +355.3% | +390.6% |
| All | +179.9% | +16.4% | +163.5% | +137.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling