+1,976.2%
UMC vs XYL
+466.0%
+1,510.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.0% | +2.1% | +4.0% |
| 7D | +6.6% | +1.8% | +4.8% | +5.9% |
| 30D | +16.6% | -9.2% | +25.8% | +20.4% |
| 3M | +11.0% | -0.3% | +11.3% | +10.2% |
| 6M | +131.3% | -11.0% | +142.3% | +138.4% |
| YTD | +182.5% | -19.2% | +201.7% | +199.7% |
| 1Y | +222.3% | -21.2% | +243.5% | +244.6% |
| 3Y | +253.0% | +18.6% | +234.4% | +219.9% |
| 5Y | +141.8% | -14.3% | +156.2% | +140.4% |
| 10Y | +1,772.2% | +141.0% | +1,631.2% | +1,238.1% |
| All | +1,976.2% | +466.0% | +1,510.2% | +1,039.8% |
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 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