+36.0%
UPS vs XYL
+149.5%
-113.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | -3.4% | -1.2% | -2.2% | -2.9% |
| 30D | -2.7% | -13.2% | +10.4% | +3.3% |
| 3M | -1.6% | -0.2% | -1.5% | -2.1% |
| 6M | +2.3% | -12.5% | +14.8% | +7.8% |
| YTD | +5.6% | -20.9% | +26.5% | +15.8% |
| 1Y | +27.1% | -21.6% | +48.6% | +39.9% |
| 3Y | -26.3% | +16.1% | -42.4% | -32.9% |
| 5Y | -34.5% | -15.6% | -18.9% | -33.1% |
| All | +36.0% | +149.5% | -113.6% | -14.3% |
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