+26.7%
Q vs XYL
-28.1%
+54.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.7% |
| 7D | +0.2% | -5.0% | +5.3% | +3.0% |
| 30D | -11.1% | -13.2% | +2.1% | -4.3% |
| 3M | -22.1% | -3.7% | -18.4% | -22.9% |
| 6M | +0.5% | -17.7% | +18.2% | +9.0% |
| YTD | +47.8% | -21.5% | +69.3% | +56.7% |
| All | +26.7% | -28.1% | +54.8% | +44.5% |
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