+27.2%
P vs XYL
-21.5%
+48.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.3% | +0.6% |
| 7D | +7.8% | +1.8% | +6.1% | +7.2% |
| 30D | +12.3% | -9.2% | +21.5% | +16.1% |
| 3M | +37.1% | -0.3% | +37.4% | +34.6% |
| 6M | +66.1% | -11.0% | +77.0% | +70.6% |
| YTD | +50.9% | -19.2% | +70.1% | +60.5% |
| 1Y | +27.2% | -21.2% | +48.4% | +41.4% |
| All | +27.2% | -21.5% | +48.7% | +41.4% |
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