+207.2%
UMC vs XYL
-23.4%
+230.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.0% | +6.6% | +4.3% |
| 7D | +5.0% | -5.0% | +10.0% | +4.3% |
| 30D | +7.7% | -13.2% | +20.9% | +5.9% |
| 3M | +1.7% | -3.7% | +5.4% | -0.5% |
| 6M | +113.9% | -17.7% | +131.6% | +104.5% |
| YTD | +168.9% | -21.5% | +190.4% | +147.2% |
| 1Y | +207.2% | -24.5% | +231.7% | +185.7% |
| All | +207.2% | -23.4% | +230.6% | +185.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling