+2,164.1%
MSCI vs XYL
+408.9%
+1,755.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.2% |
| 7D | +2.8% | +5.9% | -3.0% | +0.1% |
| 30D | +15.4% | -3.9% | +19.3% | +16.9% |
| 3M | +13.4% | -18.7% | +32.1% | +23.9% |
| 6M | +10.9% | -16.9% | +27.8% | +19.3% |
| YTD | +13.0% | -27.4% | +40.3% | +29.1% |
| 1Y | +12.0% | -34.0% | +46.0% | +34.2% |
| 3Y | +34.1% | +5.6% | +28.5% | +24.8% |
| 5Y | +3.9% | -20.6% | +24.4% | +9.3% |
| 10Y | +802.0% | +133.4% | +668.6% | +479.3% |
| All | +2,164.1% | +408.9% | +1,755.2% | +995.9% |
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