+1,157.2%
URI vs XYL
+141.5%
+1,015.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.4% | -2.0% |
| 7D | +2.5% | +1.8% | +0.7% | +0.8% |
| 30D | -12.5% | -9.2% | -3.3% | -5.0% |
| 3M | -6.2% | -0.3% | -5.9% | -6.7% |
| 6M | +25.9% | -11.0% | +36.8% | +37.4% |
| YTD | +26.2% | -19.2% | +45.4% | +48.4% |
| 1Y | +5.5% | -21.2% | +26.7% | +26.7% |
| 3Y | +125.0% | +18.6% | +106.4% | +83.3% |
| 5Y | +210.4% | -14.3% | +224.7% | +234.5% |
| 10Y | +1,157.2% | +141.0% | +1,016.2% | +431.1% |
| All | +1,157.2% | +141.5% | +1,015.7% | +431.1% |
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