+1,584.4%
JPM vs XYL
+449.8%
+1,134.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | +0.2% |
| 7D | +0.3% | -5.0% | +5.3% | +3.1% |
| 30D | -0.2% | -13.2% | +13.0% | +7.7% |
| 3M | +15.9% | -3.7% | +19.6% | +17.4% |
| 6M | +20.9% | -17.7% | +38.6% | +33.4% |
| YTD | +12.9% | -21.5% | +34.4% | +27.3% |
| 1Y | +20.3% | -24.5% | +44.8% | +38.4% |
| 3Y | +160.9% | +6.9% | +154.0% | +141.1% |
| 5Y | +154.8% | -18.1% | +172.9% | +166.4% |
| 10Y | +591.1% | +134.7% | +456.4% | +299.9% |
| All | +1,584.4% | +449.8% | +1,134.7% | +558.3% |
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 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