+262.2%
UMC vs XYL
+15.7%
+246.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | +9.0% | +1.2% | +7.8% | +8.7% |
| 30D | +17.2% | -11.9% | +29.2% | +20.9% |
| 3M | +11.4% | -1.5% | +12.9% | +10.2% |
| 6M | +137.5% | -11.9% | +149.4% | +142.3% |
| YTD | +193.1% | -20.6% | +213.7% | +206.1% |
| 1Y | +240.3% | -23.5% | +263.8% | +260.7% |
| 3Y | +262.2% | +14.9% | +247.3% | +197.7% |
| All | +262.2% | +15.7% | +246.5% | +197.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling