+52.6%
V vs XYL
+17.7%
+34.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.7% | -2.5% |
| 7D | -1.1% | +1.8% | -2.9% | -1.5% |
| 30D | +1.9% | -9.2% | +11.1% | +4.4% |
| 3M | +15.5% | -0.3% | +15.8% | +15.3% |
| 6M | +16.6% | -11.0% | +27.6% | +19.7% |
| YTD | +5.7% | -19.2% | +25.0% | +11.3% |
| 1Y | +8.6% | -21.2% | +29.8% | +15.1% |
| All | +52.6% | +17.7% | +34.9% | +42.1% |
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 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