+284.7%
P vs XYL
-23.3%
+308.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | +11.6% | -3.7% | +15.3% | +13.6% |
| 30D | -23.7% | -8.3% | -15.3% | -22.2% |
| 3M | -8.0% | -21.4% | +13.5% | +2.0% |
| 6M | +27.9% | -12.9% | +40.8% | +32.1% |
| YTD | +61.2% | -30.1% | +91.2% | +89.1% |
| 1Y | +28.6% | -35.2% | +63.8% | +58.4% |
| 3Y | +200.5% | -0.8% | +201.2% | +183.2% |
| All | +284.7% | -23.3% | +308.0% | +330.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling