+1,006.2%
TER vs XYL
+113.6%
+892.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +1.4% |
| 7D | -8.9% | +0.6% | -9.5% | -9.5% |
| 30D | -39.1% | -5.7% | -33.3% | -38.4% |
| 3M | -32.8% | -19.8% | -13.0% | -23.8% |
| 6M | -31.7% | -14.2% | -17.5% | -27.4% |
| YTD | +26.9% | -28.1% | +55.0% | +54.3% |
| 1Y | +33.6% | -35.0% | +68.6% | +75.3% |
| 3Y | +181.5% | +2.1% | +179.4% | +170.0% |
| 5Y | +76.1% | -22.1% | +98.2% | +99.1% |
| 10Y | +1,006.2% | +107.0% | +899.2% | +602.8% |
| All | +1,006.2% | +113.6% | +892.6% | +602.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling