+91.7%
USB vs XYL
+129.0%
-37.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.7% |
| 7D | 0.0% | +5.9% | -5.9% | -3.3% |
| 30D | +5.8% | -3.9% | +9.8% | +6.9% |
| 3M | -6.0% | -18.7% | +12.7% | +4.2% |
| 6M | +7.8% | -16.9% | +24.6% | +17.4% |
| YTD | +14.6% | -27.4% | +42.0% | +34.1% |
| 1Y | +31.8% | -34.0% | +65.8% | +63.3% |
| 3Y | +91.5% | +5.6% | +85.9% | +74.9% |
| 5Y | +22.0% | -20.6% | +42.6% | +29.8% |
| All | +91.7% | +129.0% | -37.3% | +13.2% |
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