-68.3%
U vs XYL
-15.4%
-52.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.6% |
| 7D | +4.4% | +0.8% | +3.5% | +3.5% |
| 30D | -1.3% | -10.8% | +9.5% | +10.4% |
| 3M | +49.6% | -2.5% | +52.1% | +50.5% |
| 6M | +100.2% | -12.2% | +112.4% | +120.5% |
| YTD | -3.7% | -20.1% | +16.4% | +16.0% |
| 1Y | -6.5% | -20.6% | +14.1% | +13.3% |
| 3Y | +12.9% | +17.3% | -4.4% | -19.2% |
| 5Y | -68.3% | -14.5% | -53.8% | -67.7% |
| All | -68.3% | -15.4% | -52.8% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling