+50.9%
O vs XYL
+149.5%
-98.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | -3.5% | -1.2% | -2.3% | -3.1% |
| 30D | -3.3% | -13.2% | +9.8% | +1.7% |
| 3M | -2.8% | -0.2% | -2.7% | -3.1% |
| 6M | -5.8% | -12.5% | +6.7% | -1.7% |
| YTD | +9.4% | -20.9% | +30.3% | +17.8% |
| 1Y | +5.7% | -21.6% | +27.2% | +14.0% |
| 3Y | +27.2% | +16.1% | +11.1% | +14.0% |
| 5Y | +17.2% | -15.6% | +32.8% | +17.8% |
| All | +50.9% | +149.5% | -98.6% | +6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling