+649.0%
P vs XYL
+100.1%
+548.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +4.0% |
| 7D | +17.8% | -6.0% | +23.8% | +21.9% |
| 30D | -29.9% | -8.3% | -21.6% | -28.3% |
| 3M | -1.2% | -22.6% | +21.4% | +11.5% |
| 6M | +32.1% | -15.0% | +47.2% | +39.5% |
| YTD | +64.3% | -30.2% | +94.5% | +94.8% |
| 1Y | +24.3% | -36.4% | +60.7% | +56.5% |
| 3Y | +203.2% | -0.9% | +204.1% | +185.6% |
| 5Y | +290.4% | -23.4% | +313.8% | +321.6% |
| All | +649.0% | +100.1% | +548.9% | +323.7% |
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