-26.6%
U vs XYL
+17.7%
-44.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +2.0% |
| 7D | +2.8% | -6.0% | +8.8% | +8.0% |
| 30D | +7.6% | -8.3% | +15.9% | +12.7% |
| 3M | +12.7% | -22.6% | +35.3% | +36.6% |
| 6M | +87.0% | -15.0% | +102.0% | +105.4% |
| YTD | +13.6% | -30.2% | +43.8% | +46.5% |
| 1Y | +25.3% | -36.4% | +61.7% | +77.2% |
| 3Y | +85.8% | -0.9% | +86.7% | +63.6% |
| 5Y | -74.5% | -23.4% | -51.1% | -76.5% |
| All | -26.6% | +17.7% | -44.3% | -31.2% |
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