+2.7%
META vs XYL
-36.5%
+39.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | +3.1% | -6.0% | +9.1% | +4.5% |
| 30D | -18.2% | -8.3% | -9.9% | -17.1% |
| 3M | +7.8% | -22.6% | +30.4% | +15.7% |
| 6M | +3.6% | -15.0% | +18.6% | +7.8% |
| YTD | -5.3% | -30.2% | +24.9% | +5.2% |
| 1Y | +2.7% | -36.4% | +39.1% | +17.7% |
| All | +2.7% | -36.5% | +39.2% | +17.7% |
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