+137.5%
UMC vs XYL
-15.8%
+153.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.1% |
| 7D | +11.4% | -1.2% | +12.6% | +11.9% |
| 30D | +16.8% | -13.2% | +30.0% | +23.8% |
| 3M | +19.1% | -0.2% | +19.3% | +17.4% |
| 6M | +137.4% | -12.5% | +149.9% | +147.5% |
| YTD | +186.4% | -20.9% | +207.3% | +209.8% |
| 1Y | +229.1% | -21.6% | +250.6% | +256.6% |
| 3Y | +257.9% | +16.1% | +241.7% | +202.3% |
| 5Y | +137.5% | -15.6% | +153.2% | +120.8% |
| All | +137.5% | -15.8% | +153.3% | +120.8% |
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