+590.9%
JPM vs XYL
+150.5%
+440.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.5% |
| 7D | -0.7% | +1.2% | -1.9% | -1.4% |
| 30D | -2.5% | -11.9% | +9.5% | +4.7% |
| 3M | +14.1% | -1.5% | +15.7% | +14.2% |
| 6M | +25.1% | -11.9% | +37.0% | +33.2% |
| YTD | +12.1% | -20.6% | +32.7% | +26.3% |
| 1Y | +18.8% | -23.5% | +42.3% | +36.7% |
| 3Y | +163.4% | +14.9% | +148.6% | +130.4% |
| 5Y | +156.5% | -15.3% | +171.8% | +164.0% |
| All | +590.9% | +150.5% | +440.4% | +275.3% |
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