+274.5%
IR vs XYL
+135.2%
+139.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | +0.1% |
| 7D | -3.1% | -1.2% | -1.8% | -2.3% |
| 30D | -14.0% | -13.2% | -0.8% | -4.9% |
| 3M | +3.7% | -0.2% | +3.9% | +3.6% |
| 6M | -15.4% | -12.5% | -2.9% | -6.7% |
| YTD | -7.7% | -20.9% | +13.2% | +8.9% |
| 1Y | -8.8% | -21.6% | +12.7% | +8.3% |
| 3Y | +5.6% | +16.1% | -10.6% | -6.4% |
| 5Y | +34.3% | -15.6% | +49.9% | +46.2% |
| All | +274.5% | +135.2% | +139.3% | +107.4% |
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