+154.6%
JPM vs XYL
-15.8%
+170.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | -2.3% | -1.2% | -1.1% | -1.9% |
| 30D | -2.3% | -13.2% | +10.8% | +3.6% |
| 3M | +14.9% | -0.2% | +15.0% | +14.2% |
| 6M | +23.6% | -12.5% | +36.1% | +30.1% |
| YTD | +11.3% | -20.9% | +32.2% | +22.1% |
| 1Y | +19.9% | -21.6% | +41.4% | +32.0% |
| 3Y | +162.6% | +16.1% | +146.4% | +137.8% |
| 5Y | +154.6% | -15.6% | +170.2% | +143.8% |
| All | +154.6% | -15.8% | +170.4% | +143.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling