+189.3%
UL vs XYL
+449.8%
-260.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +2.0% | +0.4% |
| 7D | -1.3% | -5.0% | +3.7% | -0.1% |
| 30D | +0.5% | -13.2% | +13.7% | +4.0% |
| 3M | +17.6% | -3.7% | +21.3% | +18.6% |
| 6M | -5.4% | -17.7% | +12.3% | -1.0% |
| YTD | +0.7% | -21.5% | +22.2% | +6.3% |
| 1Y | -9.3% | -24.5% | +15.2% | -3.4% |
| 3Y | +24.5% | +6.9% | +17.6% | +19.1% |
| 5Y | +23.2% | -18.1% | +41.3% | +24.3% |
| 10Y | +64.5% | +134.7% | -70.2% | +18.3% |
| All | +189.3% | +449.8% | -260.4% | +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 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