+45.9%
UPS vs XYL
+100.4%
-54.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.7% | +1.8% |
| 7D | +3.8% | -3.7% | +7.5% | +5.4% |
| 30D | +17.4% | -8.3% | +25.7% | +20.3% |
| 3M | +8.2% | -21.4% | +29.6% | +18.5% |
| 6M | +17.9% | -12.9% | +30.9% | +23.0% |
| YTD | +18.7% | -30.1% | +48.8% | +35.6% |
| 1Y | +24.8% | -35.2% | +60.0% | +47.4% |
| 3Y | -4.5% | -0.8% | -3.8% | -8.1% |
| 5Y | -33.2% | -23.2% | -10.0% | -29.7% |
| All | +45.9% | +100.4% | -54.5% | -1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling