+42.1%
RF vs XYL
-21.3%
+63.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | +0.7% |
| 7D | -0.9% | +5.9% | -6.8% | -3.8% |
| 30D | +6.0% | -3.9% | +9.9% | +6.9% |
| 3M | -8.9% | -18.7% | +9.8% | +0.1% |
| 6M | +2.3% | -16.9% | +19.2% | +10.8% |
| YTD | +7.6% | -27.4% | +34.9% | +24.4% |
| 1Y | +21.2% | -34.0% | +55.2% | +47.8% |
| 3Y | +108.5% | +5.6% | +102.9% | +92.1% |
| All | +42.1% | -21.3% | +63.4% | +51.1% |
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