+90.0%
IT vs XYL
+149.5%
-59.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +1.1% |
| 7D | -12.7% | -1.2% | -11.5% | -12.2% |
| 30D | -8.9% | -13.2% | +4.3% | -2.0% |
| 3M | +10.1% | -0.2% | +10.3% | +10.4% |
| 6M | +7.3% | -12.5% | +19.8% | +14.1% |
| YTD | -32.4% | -20.9% | -11.5% | -24.4% |
| 1Y | -26.6% | -21.6% | -5.1% | -17.6% |
| 3Y | -51.8% | +16.1% | -68.0% | -57.4% |
| 5Y | -45.6% | -15.6% | -30.0% | -44.0% |
| All | +90.0% | +149.5% | -59.5% | +18.0% |
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