-22.7%
U vs XYL
+17.9%
-40.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.1% | +5.1% |
| 7D | +2.6% | -3.7% | +6.3% | +5.8% |
| 30D | +27.6% | -8.3% | +35.9% | +33.6% |
| 3M | +15.3% | -21.4% | +36.8% | +38.0% |
| 6M | +96.4% | -12.9% | +109.3% | +111.1% |
| YTD | +19.6% | -30.1% | +49.6% | +54.0% |
| 1Y | +42.1% | -35.2% | +77.3% | +97.1% |
| 3Y | +87.5% | -0.8% | +88.3% | +65.0% |
| 5Y | -73.1% | -23.2% | -49.9% | -75.3% |
| All | -22.7% | +17.9% | -40.7% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling