+340.4%
XLB vs XYL
+403.7%
-63.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | +1.0% |
| 7D | +0.5% | +0.6% | -0.1% | +0.2% |
| 30D | +6.9% | -5.7% | +12.6% | +8.8% |
| 3M | -0.2% | -19.8% | +19.6% | +10.0% |
| 6M | +3.3% | -14.2% | +17.5% | +9.7% |
| YTD | +18.0% | -28.1% | +46.1% | +35.9% |
| 1Y | +24.2% | -35.0% | +59.2% | +50.6% |
| 3Y | +44.7% | +2.1% | +42.6% | +36.5% |
| 5Y | +31.6% | -22.1% | +53.7% | +39.3% |
| 10Y | +164.2% | +107.0% | +57.3% | +68.2% |
| All | +340.4% | +403.7% | -63.3% | +91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling