+261.5%
RF vs XYL
+129.6%
+131.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.2% |
| 7D | -0.1% | +2.1% | -2.2% | -1.6% |
| 30D | +7.0% | -3.4% | +10.4% | +7.8% |
| 3M | -7.0% | -17.2% | +10.2% | +3.6% |
| 6M | +6.8% | -12.0% | +18.8% | +13.6% |
| YTD | +9.9% | -26.3% | +36.2% | +31.0% |
| 1Y | +21.1% | -33.5% | +54.6% | +55.3% |
| 3Y | +119.6% | +6.4% | +113.2% | +95.0% |
| 5Y | +46.2% | -20.9% | +67.1% | +57.8% |
| 10Y | +261.5% | +120.8% | +140.7% | +87.1% |
| All | +261.5% | +129.6% | +131.9% | +87.1% |
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 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