+109.7%
UL vs XYL
+100.4%
+9.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +1.1% | -3.7% | +4.8% | +2.0% |
| 30D | +4.5% | -8.3% | +12.8% | +6.3% |
| 3M | +6.5% | -21.4% | +27.9% | +12.2% |
| 6M | +18.2% | -12.9% | +31.1% | +21.5% |
| YTD | +4.7% | -30.1% | +34.8% | +12.8% |
| 1Y | +0.8% | -35.2% | +35.9% | +10.6% |
| 3Y | +35.9% | -0.8% | +36.7% | +31.7% |
| 5Y | +33.4% | -23.2% | +56.6% | +35.9% |
| All | +109.7% | +100.4% | +9.3% | +65.3% |
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