+652.6%
P vs XYL
+113.6%
+539.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | +0.6% |
| 7D | -13.3% | +0.6% | -13.9% | -13.8% |
| 30D | -34.0% | -5.7% | -28.3% | -33.5% |
| 3M | +4.1% | -19.8% | +23.9% | +15.2% |
| 6M | +30.5% | -14.2% | +44.7% | +37.1% |
| YTD | +52.2% | -28.1% | +80.3% | +77.6% |
| 1Y | +10.3% | -35.0% | +45.3% | +37.4% |
| 3Y | +180.9% | +2.1% | +178.8% | +160.4% |
| 5Y | +259.7% | -22.1% | +281.8% | +285.6% |
| 10Y | +652.6% | +107.0% | +545.7% | +326.0% |
| All | +652.6% | +113.6% | +539.0% | +326.0% |
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