+1,705.8%
V vs XYL
+449.8%
+1,256.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.1% | -0.1% |
| 7D | -1.7% | -5.0% | +3.3% | +0.4% |
| 30D | +2.0% | -13.2% | +15.2% | +8.1% |
| 3M | +17.4% | -3.7% | +21.1% | +18.7% |
| 6M | +17.5% | -17.7% | +35.2% | +26.5% |
| YTD | +7.6% | -21.5% | +29.1% | +17.6% |
| 1Y | +7.7% | -24.5% | +32.2% | +19.7% |
| 3Y | +54.7% | +6.9% | +47.7% | +43.9% |
| 5Y | +73.0% | -18.1% | +91.1% | +77.2% |
| 10Y | +390.9% | +134.7% | +256.1% | +211.3% |
| All | +1,705.8% | +449.8% | +1,256.1% | +776.7% |
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