+23.3%
XLB vs XYL
-36.1%
+59.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.8% |
| 7D | -1.6% | -5.9% | +4.2% | -0.2% |
| 30D | +7.2% | -7.3% | +14.5% | +8.2% |
| 3M | 0.0% | -22.5% | +22.5% | +6.8% |
| 6M | +2.3% | -14.4% | +16.7% | +5.5% |
| YTD | +18.4% | -29.4% | +47.8% | +25.0% |
| 1Y | +23.3% | -35.6% | +58.9% | +38.1% |
| All | +23.3% | -36.1% | +59.4% | +38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling