-4.9%
LYB vs XYL
-16.2%
+11.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | +0.3% | +1.2% | -0.9% | -0.2% |
| 30D | +2.5% | -11.9% | +14.4% | +7.3% |
| 3M | +1.4% | -1.5% | +2.9% | +1.0% |
| 6M | -3.5% | -11.9% | +8.4% | 0.0% |
| YTD | +52.0% | -20.6% | +72.6% | +64.0% |
| 1Y | +22.1% | -23.5% | +45.6% | +33.9% |
| 3Y | -22.8% | +14.9% | -37.6% | -30.4% |
| All | -4.9% | -16.2% | +11.3% | -12.0% |
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