+19.9%
XBI vs XYL
-16.2%
+36.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -4.6% | +1.2% | -5.8% | -5.3% |
| 30D | -2.0% | -11.9% | +9.9% | +4.6% |
| 3M | +17.8% | -1.5% | +19.3% | +17.6% |
| 6M | +23.7% | -11.9% | +35.6% | +30.9% |
| YTD | +28.2% | -20.6% | +48.8% | +42.5% |
| 1Y | +64.0% | -23.5% | +87.5% | +85.9% |
| 3Y | +99.4% | +14.9% | +84.5% | +72.5% |
| All | +19.9% | -16.2% | +36.1% | +6.8% |
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