+164.2%
XLB vs XYL
+100.4%
+63.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +0.5% | -3.7% | +4.3% | +2.5% |
| 30D | +5.2% | -8.3% | +13.5% | +8.6% |
| 3M | +0.3% | -21.4% | +21.7% | +12.1% |
| 6M | +1.2% | -12.9% | +14.1% | +6.8% |
| YTD | +16.6% | -30.1% | +46.7% | +37.0% |
| 1Y | +21.4% | -35.2% | +56.6% | +48.6% |
| 3Y | +43.2% | -0.8% | +44.0% | +35.6% |
| 5Y | +28.0% | -23.2% | +51.3% | +36.7% |
| All | +164.2% | +100.4% | +63.8% | +72.6% |
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