+1,151.9%
URI vs XYL
+100.1%
+1,051.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.1% |
| 7D | +9.3% | -6.0% | +15.3% | +14.9% |
| 30D | +7.6% | -8.3% | +15.9% | +12.2% |
| 3M | +1.0% | -22.6% | +23.6% | +21.6% |
| 6M | +19.8% | -15.0% | +34.9% | +32.1% |
| YTD | +41.9% | -30.2% | +72.0% | +82.7% |
| 1Y | +33.4% | -36.4% | +69.8% | +86.8% |
| 3Y | +156.0% | -0.9% | +156.9% | +136.4% |
| 5Y | +209.5% | -23.4% | +232.9% | +254.2% |
| All | +1,151.9% | +100.1% | +1,051.8% | +565.7% |
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