+54.5%
USAR vs XYL
+2.1%
+52.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | -11.6% | +1.2% | -12.8% | -11.9% |
| 30D | -15.5% | -11.9% | -3.5% | -13.0% |
| 3M | -31.0% | -1.5% | -29.5% | -31.6% |
| 6M | -26.2% | -11.9% | -14.3% | -24.7% |
| YTD | +30.8% | -20.6% | +51.3% | +35.6% |
| 1Y | +7.1% | -23.5% | +30.6% | +12.2% |
| 3Y | +53.0% | +14.9% | +38.1% | +67.9% |
| All | +54.5% | +2.1% | +52.4% | +69.4% |
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