+96.7%
META vs XYL
+2.3%
+94.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +1.2% |
| 7D | +3.3% | +0.6% | +2.7% | +2.9% |
| 30D | -10.8% | -5.7% | -5.0% | -9.4% |
| 3M | +7.9% | -19.8% | +27.7% | +19.9% |
| 6M | +5.4% | -14.2% | +19.6% | +12.1% |
| YTD | -2.6% | -28.1% | +25.5% | +14.6% |
| 1Y | +1.9% | -35.0% | +36.9% | +28.5% |
| All | +96.7% | +2.3% | +94.4% | +108.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling