+18.8%
JPM vs XYL
-21.4%
+40.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -0.7% | +1.2% | -1.9% | -1.1% |
| 30D | -2.5% | -11.9% | +9.5% | +2.3% |
| 3M | +14.1% | -1.5% | +15.7% | +13.3% |
| 6M | +25.1% | -11.9% | +37.0% | +30.2% |
| YTD | +12.1% | -20.6% | +32.7% | +21.1% |
| 1Y | +18.8% | -23.5% | +42.3% | +32.6% |
| All | +18.8% | -21.4% | +40.2% | +32.6% |
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