+16.1%
JPM vs XYL
-30.7%
+46.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.0% | -0.8% | +2.9% |
| 7D | +3.8% | +14.5% | -10.8% | +0.4% |
| 30D | +6.5% | -1.3% | +7.8% | +5.9% |
| 3M | -1.0% | -17.0% | +16.0% | +4.8% |
| 6M | +15.5% | -11.3% | +26.9% | +18.2% |
| YTD | +11.4% | -25.0% | +36.3% | +20.6% |
| 1Y | +16.1% | -31.5% | +47.6% | +34.5% |
| All | +16.1% | -30.7% | +46.7% | +34.5% |
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