+20.6%
UL vs XYL
-15.4%
+36.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.5% |
| 7D | -3.2% | +0.8% | -4.1% | -3.4% |
| 30D | -0.6% | -10.8% | +10.3% | +1.5% |
| 3M | +9.4% | -2.5% | +12.0% | +10.0% |
| 6M | -4.1% | -12.2% | +8.1% | -2.0% |
| YTD | -2.0% | -20.1% | +18.1% | +1.6% |
| 1Y | -9.0% | -20.6% | +11.7% | -5.6% |
| 3Y | +21.8% | +17.3% | +4.5% | +14.6% |
| 5Y | +20.6% | -14.5% | +35.1% | +11.9% |
| All | +20.6% | -15.4% | +36.0% | +11.9% |
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