+10.3%
IR vs XYL
+14.7%
-4.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +2.8% |
| 7D | -2.8% | -5.0% | +2.2% | +1.0% |
| 30D | -15.1% | -13.2% | -1.9% | -5.6% |
| 3M | +6.1% | -3.7% | +9.8% | +9.0% |
| 6M | -16.8% | -17.7% | +0.9% | -4.0% |
| YTD | -3.5% | -21.5% | +18.0% | +14.5% |
| 1Y | -3.5% | -24.5% | +21.0% | +17.9% |
| All | +10.3% | +14.7% | -4.4% | +3.6% |
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