+18.9%
RF vs XYL
-36.1%
+55.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.3% |
| 7D | -1.3% | -5.9% | +4.5% | +0.5% |
| 30D | +4.6% | -7.3% | +11.9% | +6.1% |
| 3M | -8.4% | -22.5% | +14.0% | -0.2% |
| 6M | +8.9% | -14.4% | +23.3% | +13.3% |
| YTD | +8.8% | -29.4% | +38.2% | +18.5% |
| 1Y | +18.9% | -35.6% | +54.5% | +41.7% |
| All | +18.9% | -36.1% | +55.0% | +41.7% |
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