+35.0%
XLB vs XYL
-15.4%
+50.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.6% |
| 7D | -2.9% | +0.8% | -3.8% | -3.4% |
| 30D | -3.4% | -10.8% | +7.5% | +1.7% |
| 3M | +1.6% | -2.5% | +4.1% | +2.4% |
| 6M | +3.6% | -12.2% | +15.8% | +9.3% |
| YTD | +14.2% | -20.1% | +34.3% | +25.1% |
| 1Y | +15.6% | -20.6% | +36.2% | +26.9% |
| 3Y | +33.1% | +17.3% | +15.8% | +18.3% |
| 5Y | +35.0% | -14.5% | +49.5% | +29.0% |
| All | +35.0% | -15.4% | +50.5% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling