+336.7%
RF vs XYL
+141.5%
+195.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.1% | -3.2% |
| 7D | +2.7% | +1.8% | +0.9% | +1.3% |
| 30D | -3.4% | -9.2% | +5.9% | +3.0% |
| 3M | +6.4% | -0.3% | +6.6% | +5.7% |
| 6M | +13.4% | -11.0% | +24.4% | +21.6% |
| YTD | +14.2% | -19.2% | +33.5% | +30.2% |
| 1Y | +15.7% | -21.2% | +36.9% | +34.0% |
| 3Y | +91.3% | +18.6% | +72.7% | +60.4% |
| 5Y | +89.8% | -14.3% | +104.1% | +96.6% |
| 10Y | +336.7% | +141.0% | +195.7% | +116.5% |
| All | +336.7% | +141.5% | +195.2% | +116.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling