+91.5%
USB vs XYL
+5.2%
+86.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.4% |
| 7D | 0.0% | +5.9% | -5.9% | -2.4% |
| 30D | +5.8% | -3.9% | +9.8% | +6.5% |
| 3M | -6.0% | -18.7% | +12.7% | +2.2% |
| 6M | +7.8% | -16.9% | +24.6% | +15.4% |
| YTD | +14.6% | -27.4% | +42.0% | +30.4% |
| 1Y | +31.8% | -34.0% | +65.8% | +58.1% |
| 3Y | +91.5% | +5.6% | +85.9% | +55.6% |
| All | +91.5% | +5.2% | +86.3% | +55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling