+281.3%
P vs XYL
-17.7%
+299.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +2.6% |
| 7D | +6.5% | -5.0% | +11.6% | +9.8% |
| 30D | +18.8% | -13.2% | +32.0% | +29.1% |
| 3M | +26.7% | -3.7% | +30.5% | +28.2% |
| 6M | +62.2% | -17.7% | +79.9% | +80.3% |
| YTD | +48.5% | -21.5% | +70.0% | +69.1% |
| 1Y | +26.4% | -24.5% | +50.9% | +47.5% |
| 3Y | +159.4% | +6.9% | +152.5% | +142.8% |
| All | +281.3% | -17.7% | +299.0% | +301.9% |
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