+203.4%
URI vs XYL
-17.7%
+221.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +3.0% |
| 7D | -2.0% | -5.0% | +3.1% | +1.7% |
| 30D | -12.9% | -13.2% | +0.3% | -3.9% |
| 3M | -6.7% | -3.7% | -3.0% | -4.7% |
| 6M | +19.0% | -17.7% | +36.7% | +35.5% |
| YTD | +25.5% | -21.5% | +47.1% | +46.7% |
| 1Y | +5.5% | -24.5% | +30.0% | +26.8% |
| 3Y | +111.3% | +6.9% | +104.4% | +95.1% |
| All | +203.4% | -17.7% | +221.1% | +225.0% |
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