+300.4%
USB vs XYL
+420.4%
-120.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.6% |
| 7D | -1.5% | +10.2% | -11.7% | -6.4% |
| 30D | +4.3% | -4.3% | +8.6% | +5.6% |
| 3M | -6.1% | -17.8% | +11.8% | +2.6% |
| 6M | +9.4% | -13.4% | +22.8% | +15.8% |
| YTD | +15.2% | -25.7% | +40.9% | +31.2% |
| 1Y | +32.8% | -32.7% | +65.4% | +59.4% |
| 3Y | +91.3% | +7.1% | +84.2% | +76.9% |
| 5Y | +22.7% | -18.7% | +41.4% | +28.2% |
| 10Y | +97.0% | +138.7% | -41.6% | +23.4% |
| All | +300.4% | +420.4% | -120.0% | +94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling