-33.5%
UPS vs XYL
-15.4%
-18.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.1% |
| 3M | -6.6% | -2.5% | -4.0% | -6.0% |
| 6M | +2.6% | -12.2% | +14.7% | +7.9% |
| YTD | +4.8% | -20.1% | +24.9% | +14.5% |
| 1Y | +25.3% | -20.6% | +45.9% | +37.2% |
| 3Y | -26.9% | +17.3% | -44.2% | -34.5% |
| 5Y | -33.5% | -14.5% | -19.0% | -37.3% |
| All | -33.5% | -15.4% | -18.1% | -37.3% |
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 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