+88.3%
RF vs XYL
+8.6%
+79.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +2.0% | +1.0% |
| 7D | +1.3% | -5.0% | +6.4% | +4.1% |
| 30D | -3.6% | -13.2% | +9.6% | +3.8% |
| 3M | +8.1% | -3.7% | +11.8% | +9.7% |
| 6M | +11.5% | -17.7% | +29.2% | +23.0% |
| YTD | +15.6% | -21.5% | +37.1% | +30.1% |
| 1Y | +15.7% | -24.5% | +40.2% | +33.1% |
| All | +88.3% | +8.6% | +79.7% | +55.0% |
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