-34.4%
UPS vs XYL
-23.7%
-10.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.4% |
| 7D | -0.6% | -6.0% | +5.4% | +1.9% |
| 30D | +16.4% | -8.3% | +24.7% | +19.1% |
| 3M | +7.9% | -22.6% | +30.5% | +18.9% |
| 6M | +15.8% | -15.0% | +30.9% | +21.8% |
| YTD | +16.6% | -30.2% | +46.7% | +33.3% |
| 1Y | +22.3% | -36.4% | +58.7% | +45.9% |
| 3Y | -6.2% | -0.9% | -5.3% | -11.1% |
| 5Y | -34.4% | -23.4% | -11.1% | -30.6% |
| All | -34.4% | -23.7% | -10.7% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling