+1,218.8%
URI vs XYL
+129.6%
+1,089.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.5% | +5.4% | +5.7% |
| 7D | -4.0% | +2.1% | -6.1% | -5.9% |
| 30D | +6.8% | -3.4% | +10.2% | +6.8% |
| 3M | -2.8% | -17.2% | +14.4% | +10.6% |
| 6M | +20.9% | -12.0% | +32.9% | +29.7% |
| YTD | +40.2% | -26.3% | +66.5% | +72.9% |
| 1Y | +34.1% | -33.5% | +67.6% | +81.2% |
| 3Y | +164.1% | +6.4% | +157.7% | +130.2% |
| 5Y | +199.3% | -20.9% | +220.2% | +235.4% |
| 10Y | +1,218.8% | +120.8% | +1,098.0% | +550.6% |
| All | +1,218.8% | +129.6% | +1,089.2% | +550.6% |
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 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