+29.7%
Q vs XYL
-27.5%
+57.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.2% |
| 7D | +4.1% | -1.2% | +5.3% | +4.7% |
| 30D | -10.7% | -13.2% | +2.4% | -3.8% |
| 3M | -11.7% | -0.2% | -11.5% | -14.7% |
| 6M | +8.3% | -12.5% | +20.8% | +13.9% |
| YTD | +51.3% | -20.9% | +72.2% | +59.7% |
| All | +29.7% | -27.5% | +57.2% | +47.3% |
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