+63.3%
UL vs XYL
+149.5%
-86.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | -4.1% | -1.2% | -2.8% | -3.8% |
| 30D | -1.2% | -13.2% | +12.0% | +2.1% |
| 3M | +6.0% | -0.2% | +6.1% | +6.0% |
| 6M | -5.5% | -12.5% | +7.0% | -2.7% |
| YTD | -3.3% | -20.9% | +17.6% | +1.6% |
| 1Y | -9.8% | -21.6% | +11.8% | -5.1% |
| 3Y | +20.1% | +16.1% | +4.0% | +12.4% |
| 5Y | +19.2% | -15.6% | +34.8% | +19.2% |
| All | +63.3% | +149.5% | -86.2% | +24.5% |
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