-70.8%
QXO vs XYL
-16.2%
-54.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -7.8% | +1.2% | -9.0% | -8.4% |
| 30D | -18.1% | -11.9% | -6.2% | -12.5% |
| 3M | -25.8% | -1.5% | -24.2% | -24.8% |
| 6M | -41.7% | -11.9% | -29.8% | -37.6% |
| YTD | -36.2% | -20.6% | -15.6% | -28.7% |
| 1Y | -42.1% | -23.5% | -18.6% | -34.0% |
| 3Y | -46.2% | +14.9% | -61.0% | -42.1% |
| All | -70.8% | -16.2% | -54.6% | -66.1% |
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