+33.0%
USB vs XYL
-33.6%
+66.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.1% | +2.1% |
| 7D | +0.8% | +2.1% | -1.3% | +0.2% |
| 30D | +6.8% | -3.4% | +10.1% | +6.9% |
| 3M | -3.8% | -17.2% | +13.4% | +1.4% |
| 6M | +11.7% | -12.0% | +23.8% | +14.7% |
| YTD | +17.5% | -26.3% | +43.8% | +25.4% |
| All | +33.0% | -33.6% | +66.6% | +53.1% |
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 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