+86.4%
U vs XYL
+3.5%
+82.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -0.8% |
| 7D | +24.4% | +0.6% | +23.8% | +23.7% |
| 30D | +7.4% | -5.7% | +13.1% | +9.2% |
| 3M | +16.8% | -19.8% | +36.6% | +31.8% |
| 6M | +78.8% | -14.2% | +93.0% | +90.7% |
| YTD | +14.0% | -28.1% | +42.1% | +36.3% |
| 1Y | +16.7% | -35.0% | +51.7% | +53.1% |
| 3Y | +86.4% | +2.1% | +84.3% | +56.8% |
| All | +86.4% | +3.5% | +82.9% | +56.8% |
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 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