+34.0%
USB vs XYL
-23.4%
+57.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.8% | +0.5% |
| 7D | +1.4% | -5.0% | +6.5% | +3.3% |
| 30D | -1.3% | -13.2% | +11.9% | +3.6% |
| 3M | +15.2% | -3.7% | +19.0% | +16.1% |
| 6M | +18.8% | -17.7% | +36.5% | +26.2% |
| YTD | +21.0% | -21.5% | +42.5% | +28.9% |
| 1Y | +34.0% | -24.5% | +58.5% | +45.3% |
| All | +34.0% | -23.4% | +57.4% | +45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling