+21.7%
P vs XYL
-36.1%
+57.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +4.3% |
| 7D | -4.7% | -5.9% | +1.2% | -5.3% |
| 30D | -31.4% | -7.3% | -24.1% | -31.7% |
| 3M | -2.6% | -22.5% | +19.9% | +1.3% |
| 6M | +21.9% | -14.4% | +36.4% | +21.3% |
| YTD | +58.9% | -29.4% | +88.3% | +68.2% |
| 1Y | +21.7% | -35.6% | +57.4% | +28.2% |
| All | +21.7% | -36.1% | +57.8% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling