+1,102.8%
RF vs XYL
+408.9%
+693.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | +1.1% |
| 7D | -0.9% | +5.9% | -6.8% | -4.6% |
| 30D | +6.0% | -3.9% | +9.9% | +7.2% |
| 3M | -8.9% | -18.7% | +9.8% | +2.2% |
| 6M | +2.3% | -16.9% | +19.2% | +12.7% |
| YTD | +7.6% | -27.4% | +34.9% | +28.2% |
| 1Y | +21.2% | -34.0% | +55.2% | +54.0% |
| 3Y | +108.5% | +5.6% | +102.9% | +89.2% |
| 5Y | +43.2% | -20.6% | +63.8% | +53.0% |
| 10Y | +288.1% | +133.4% | +154.7% | +109.8% |
| All | +1,102.8% | +408.9% | +693.9% | +334.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling