+1,213.1%
URI vs XYL
+104.0%
+1,109.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +5.9% | +5.6% |
| 7D | +2.6% | -5.9% | +8.5% | +7.8% |
| 30D | +9.1% | -7.3% | +16.4% | +12.8% |
| 3M | +1.0% | -22.5% | +23.5% | +21.5% |
| 6M | +23.3% | -14.4% | +37.8% | +35.2% |
| YTD | +43.3% | -29.4% | +72.7% | +82.8% |
| 1Y | +35.9% | -35.6% | +71.5% | +88.5% |
| 3Y | +158.6% | +0.3% | +158.4% | +136.6% |
| 5Y | +213.1% | -22.3% | +235.5% | +254.4% |
| 10Y | +1,213.1% | +103.2% | +1,109.8% | +588.8% |
| All | +1,213.1% | +104.0% | +1,109.1% | +588.8% |
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 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