+48.6%
JBL vs XYL
-21.4%
+70.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.4% | +4.7% | +4.9% |
| 7D | +2.4% | +1.2% | +1.2% | +1.8% |
| 30D | -13.1% | -11.9% | -1.2% | -7.5% |
| 3M | -15.6% | -1.5% | -14.0% | -17.4% |
| 6M | +24.6% | -11.9% | +36.5% | +30.7% |
| YTD | +39.6% | -20.6% | +60.2% | +51.5% |
| 1Y | +48.6% | -23.5% | +72.1% | +68.9% |
| All | +48.6% | -21.4% | +70.0% | +68.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling