+92.5%
USB vs XYL
+7.6%
+84.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.7% |
| 7D | -1.5% | +10.2% | -11.7% | -5.4% |
| 30D | +4.3% | -4.3% | +8.6% | +5.3% |
| 3M | -6.1% | -17.8% | +11.8% | +1.7% |
| 6M | +9.4% | -13.4% | +22.8% | +15.0% |
| YTD | +15.2% | -25.7% | +40.9% | +29.8% |
| 1Y | +32.8% | -32.7% | +65.4% | +58.0% |
| All | +92.5% | +7.6% | +84.9% | +54.9% |
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