+89.2%
USB vs XYL
+129.6%
-40.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.1% | +1.7% |
| 7D | +0.8% | +2.1% | -1.3% | -0.4% |
| 30D | +6.8% | -3.4% | +10.1% | +7.5% |
| 3M | -3.8% | -17.2% | +13.4% | +5.5% |
| 6M | +11.7% | -12.0% | +23.8% | +17.8% |
| YTD | +17.5% | -26.3% | +43.8% | +36.3% |
| 1Y | +33.8% | -33.5% | +67.2% | +65.1% |
| 3Y | +104.2% | +6.4% | +97.8% | +85.8% |
| 5Y | +26.4% | -20.9% | +47.3% | +35.2% |
| 10Y | +89.2% | +120.8% | -31.6% | +14.1% |
| All | +89.2% | +129.6% | -40.4% | +14.1% |
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