+8.9%
MSCI vs XYL
+12.6%
-3.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.8% | +0.5% |
| 7D | +0.4% | -5.0% | +5.4% | +2.3% |
| 30D | +0.6% | -13.2% | +13.8% | +5.9% |
| 3M | -7.1% | -3.7% | -3.4% | -6.1% |
| 6M | +0.8% | -17.7% | +18.5% | +8.2% |
| YTD | +1.0% | -21.5% | +22.5% | +10.6% |
| 1Y | +4.3% | -24.5% | +28.8% | +16.0% |
| All | +8.9% | +12.6% | -3.7% | -0.6% |
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 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