+67.7%
V vs XYL
-15.4%
+83.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | 0.0% |
| 7D | -2.9% | +0.8% | -3.8% | -3.2% |
| 30D | +1.9% | -10.8% | +12.7% | +5.8% |
| 3M | +13.2% | -2.5% | +15.8% | +13.8% |
| 6M | +16.7% | -12.2% | +28.9% | +21.3% |
| YTD | +5.4% | -20.1% | +25.5% | +12.8% |
| 1Y | +7.7% | -20.6% | +28.3% | +15.5% |
| 3Y | +52.0% | +17.3% | +34.7% | +36.0% |
| 5Y | +67.7% | -14.5% | +82.2% | +60.0% |
| All | +67.7% | -15.4% | +83.2% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling