+336.2%
XLB vs XYL
+389.1%
-53.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.1% | -0.7% |
| 7D | 0.0% | -6.0% | +6.0% | +3.1% |
| 30D | +5.3% | -8.3% | +13.6% | +8.6% |
| 3M | 0.0% | -22.6% | +22.6% | +12.1% |
| 6M | +1.2% | -15.0% | +16.3% | +8.0% |
| YTD | +16.9% | -30.2% | +47.1% | +36.5% |
| 1Y | +20.9% | -36.4% | +57.3% | +48.1% |
| 3Y | +43.3% | -0.9% | +44.2% | +37.1% |
| 5Y | +28.3% | -23.4% | +51.7% | +36.9% |
| 10Y | +165.3% | +100.9% | +64.4% | +71.3% |
| All | +336.2% | +389.1% | -53.0% | +91.9% |
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 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