+1,702.5%
JBL vs XYL
+466.0%
+1,236.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | -1.2% |
| 7D | +4.4% | +1.8% | +2.6% | +3.2% |
| 30D | -8.4% | -9.2% | +0.8% | -3.0% |
| 3M | -14.2% | -0.3% | -13.9% | -14.9% |
| 6M | +29.6% | -11.0% | +40.6% | +37.8% |
| YTD | +37.1% | -19.2% | +56.3% | +53.9% |
| 1Y | +49.5% | -21.2% | +70.7% | +70.6% |
| 3Y | +192.7% | +18.6% | +174.1% | +156.7% |
| 5Y | +411.3% | -14.3% | +425.7% | +432.1% |
| 10Y | +1,447.6% | +141.0% | +1,306.6% | +793.6% |
| All | +1,702.5% | +466.0% | +1,236.6% | +588.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling