-46.3%
IT vs XYL
-15.4%
-30.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.1% |
| 7D | -9.1% | +0.8% | -10.0% | -9.6% |
| 30D | -12.2% | -10.8% | -1.3% | -6.8% |
| 3M | +7.8% | -2.5% | +10.4% | +9.6% |
| 6M | +2.0% | -12.2% | +14.2% | +8.5% |
| YTD | -32.7% | -20.1% | -12.7% | -25.0% |
| 1Y | -31.1% | -20.6% | -10.5% | -22.9% |
| 3Y | -52.1% | +17.3% | -69.4% | -59.0% |
| 5Y | -46.3% | -14.5% | -31.8% | -42.6% |
| All | -46.3% | -15.4% | -30.8% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling