+1,216.3%
LOW vs XYL
+449.8%
+766.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +2.2% |
| 7D | -1.7% | -5.0% | +3.3% | +0.6% |
| 30D | -7.0% | -13.2% | +6.2% | -0.8% |
| 3M | -0.9% | -3.7% | +2.8% | +0.8% |
| 6M | -20.1% | -17.7% | -2.4% | -12.8% |
| YTD | -13.9% | -21.5% | +7.6% | -4.5% |
| 1Y | -21.1% | -24.5% | +3.4% | -11.1% |
| 3Y | -6.6% | +6.9% | -13.6% | -11.8% |
| 5Y | +9.4% | -18.1% | +27.4% | +14.3% |
| 10Y | +220.5% | +134.7% | +85.8% | +117.7% |
| All | +1,216.3% | +449.8% | +766.5% | +601.6% |
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 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