+715.0%
P vs XYL
+141.5%
+573.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.3% | -0.2% |
| 7D | +7.8% | +1.8% | +6.1% | +6.6% |
| 30D | +12.3% | -9.2% | +21.5% | +19.3% |
| 3M | +37.1% | -0.3% | +37.4% | +35.9% |
| 6M | +66.1% | -11.0% | +77.0% | +76.5% |
| YTD | +50.9% | -19.2% | +70.1% | +69.8% |
| 1Y | +27.2% | -21.2% | +48.4% | +45.4% |
| 3Y | +158.7% | +18.6% | +140.1% | +125.7% |
| 5Y | +291.1% | -14.3% | +305.4% | +308.8% |
| 10Y | +715.0% | +141.0% | +574.0% | +313.8% |
| All | +715.0% | +141.5% | +573.5% | +313.8% |
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