+238.6%
P vs XYL
-21.3%
+260.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.8% | +4.6% |
| 7D | -23.8% | +5.9% | -29.7% | -26.3% |
| 30D | -36.6% | -3.9% | -32.7% | -36.9% |
| 3M | +10.9% | -18.7% | +29.6% | +21.1% |
| 6M | +30.0% | -16.9% | +46.9% | +38.7% |
| YTD | +44.4% | -27.4% | +71.7% | +66.5% |
| 1Y | +3.9% | -34.0% | +37.9% | +27.6% |
| 3Y | +176.6% | +5.6% | +171.0% | +152.6% |
| All | +238.6% | -21.3% | +260.0% | +281.9% |
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