+667.2%
XBI vs XYL
+454.2%
+212.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.1% |
| 7D | -4.6% | -1.2% | -3.4% | -4.1% |
| 30D | -0.8% | -13.2% | +12.4% | +6.3% |
| 3M | +21.8% | -0.2% | +22.0% | +21.0% |
| 6M | +23.2% | -12.5% | +35.7% | +30.5% |
| YTD | +28.7% | -20.9% | +49.6% | +42.6% |
| 1Y | +67.8% | -21.6% | +89.3% | +86.5% |
| 3Y | +100.6% | +16.1% | +84.5% | +79.5% |
| 5Y | +19.8% | -15.6% | +35.4% | +23.0% |
| 10Y | +159.7% | +147.7% | +12.1% | +49.1% |
| All | +667.2% | +454.2% | +212.9% | +216.8% |
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 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