+108.9%
T vs XYL
+14.7%
+94.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.8% |
| 7D | -1.3% | -5.0% | +3.8% | -1.0% |
| 30D | +11.4% | -13.2% | +24.6% | +12.3% |
| 3M | +14.3% | -3.7% | +18.0% | +14.7% |
| 6M | -9.3% | -17.7% | +8.4% | -8.3% |
| YTD | +7.1% | -21.5% | +28.6% | +8.5% |
| 1Y | -9.1% | -24.5% | +15.4% | -7.6% |
| All | +108.9% | +14.7% | +94.2% | +78.5% |
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