+168.8%
XLB vs XYL
+104.0%
+64.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.2% |
| 7D | -1.6% | -5.9% | +4.2% | +1.4% |
| 30D | +7.2% | -7.3% | +14.5% | +10.1% |
| 3M | 0.0% | -22.5% | +22.5% | +12.7% |
| 6M | +2.3% | -14.4% | +16.7% | +9.0% |
| YTD | +18.4% | -29.4% | +47.8% | +38.4% |
| 1Y | +23.3% | -35.6% | +58.9% | +51.5% |
| 3Y | +45.2% | +0.3% | +44.9% | +36.8% |
| 5Y | +31.0% | -22.3% | +53.3% | +39.0% |
| 10Y | +168.8% | +103.2% | +65.5% | +74.3% |
| All | +168.8% | +104.0% | +64.8% | +74.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling