-6.3%
UPS vs XYL
-0.6%
-5.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.5% |
| 7D | -0.6% | -6.0% | +5.4% | +1.5% |
| 30D | +16.4% | -8.3% | +24.7% | +18.4% |
| 3M | +7.9% | -22.6% | +30.5% | +17.6% |
| 6M | +15.8% | -15.0% | +30.9% | +20.7% |
| YTD | +16.6% | -30.2% | +46.7% | +31.4% |
| 1Y | +22.3% | -36.4% | +58.7% | +43.9% |
| All | -6.3% | -0.6% | -5.6% | -16.9% |
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