+99.1%
V vs XYL
-21.3%
+120.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.7% |
| 7D | +2.2% | +5.9% | -3.7% | +0.3% |
| 30D | +13.6% | -3.9% | +17.5% | +14.4% |
| 3M | +14.3% | -18.7% | +33.0% | +21.5% |
| 6M | +33.1% | -16.9% | +50.0% | +40.1% |
| YTD | +21.2% | -27.4% | +48.6% | +33.0% |
| 1Y | +26.4% | -34.0% | +60.4% | +44.0% |
| 3Y | +77.6% | +5.6% | +72.0% | +63.3% |
| All | +99.1% | -21.3% | +120.4% | +109.4% |
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