+46.4%
RF vs XYL
-23.3%
+69.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.1% |
| 7D | +1.9% | -3.7% | +5.7% | +3.9% |
| 30D | +7.3% | -8.3% | +15.7% | +10.8% |
| 3M | -7.9% | -21.4% | +13.5% | +2.9% |
| 6M | +10.5% | -12.9% | +23.5% | +16.4% |
| YTD | +9.6% | -30.1% | +39.7% | +29.2% |
| 1Y | +20.3% | -35.2% | +55.5% | +47.8% |
| 3Y | +119.5% | -0.8% | +120.3% | +108.7% |
| All | +46.4% | -23.3% | +69.7% | +53.9% |
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