-39.0%
U vs XYL
+32.3%
-71.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | +0.8% |
| 7D | -3.8% | -5.0% | +1.2% | +0.7% |
| 30D | +17.5% | -13.2% | +30.7% | +32.5% |
| 3M | +38.7% | -3.7% | +42.4% | +41.1% |
| 6M | +104.4% | -17.7% | +122.1% | +136.9% |
| YTD | -5.7% | -21.5% | +15.8% | +13.2% |
| 1Y | +3.7% | -24.5% | +28.2% | +29.0% |
| 3Y | +12.3% | +6.9% | +5.4% | -4.2% |
| 5Y | -68.8% | -18.1% | -50.7% | -73.3% |
| All | -39.0% | +32.3% | -71.4% | -46.8% |
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 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