+29.7%
Q vs XYL
-26.0%
+55.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.0% | -0.6% | +0.8% |
| 7D | +6.7% | +1.8% | +4.9% | +5.7% |
| 30D | -10.6% | -9.2% | -1.4% | -6.0% |
| 3M | -14.6% | -0.3% | -14.3% | -17.0% |
| 6M | +12.1% | -11.0% | +23.0% | +16.8% |
| YTD | +51.3% | -19.2% | +70.5% | +57.9% |
| All | +29.7% | -26.0% | +55.6% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling