+1,525.1%
JBL vs XYL
+150.5%
+1,374.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.4% | +4.7% | +4.8% |
| 7D | +2.4% | +1.2% | +1.2% | +1.6% |
| 30D | -13.1% | -11.9% | -1.2% | -5.7% |
| 3M | -15.6% | -1.5% | -14.0% | -15.8% |
| 6M | +24.6% | -11.9% | +36.5% | +33.9% |
| YTD | +39.6% | -20.6% | +60.2% | +59.7% |
| 1Y | +48.6% | -23.5% | +72.1% | +74.6% |
| 3Y | +197.3% | +14.9% | +182.4% | +161.8% |
| 5Y | +413.0% | -15.3% | +428.3% | +438.6% |
| All | +1,525.1% | +150.5% | +1,374.6% | +819.2% |
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