+158.8%
XLB vs XYL
+149.5%
+9.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.7% |
| 7D | -3.5% | -1.2% | -2.3% | -3.0% |
| 30D | -4.7% | -13.2% | +8.5% | +2.6% |
| 3M | +2.7% | -0.2% | +2.9% | +2.3% |
| 6M | +2.6% | -12.5% | +15.1% | +9.3% |
| YTD | +12.8% | -20.9% | +33.7% | +26.0% |
| 1Y | +14.0% | -21.6% | +35.5% | +27.7% |
| 3Y | +31.5% | +16.1% | +15.3% | +16.0% |
| 5Y | +33.4% | -15.6% | +49.0% | +37.4% |
| All | +158.8% | +149.5% | +9.3% | +54.9% |
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