-26.8%
UPS vs XYL
+16.4%
-43.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.8% |
| 7D | -3.7% | +0.8% | -4.5% | -4.1% |
| 30D | -3.7% | -10.8% | +7.1% | +0.9% |
| 3M | -6.6% | -2.5% | -4.0% | -6.1% |
| 6M | +2.6% | -12.2% | +14.7% | +7.5% |
| YTD | +4.8% | -20.1% | +24.9% | +13.9% |
| 1Y | +25.3% | -20.6% | +45.9% | +36.5% |
| All | -26.8% | +16.4% | -43.2% | -35.8% |
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 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