+141.3%
XLC vs XYL
+66.3%
+75.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | -1.7% | -1.2% | -0.4% | -1.2% |
| 30D | +0.2% | -13.2% | +13.4% | +6.1% |
| 3M | +0.7% | -0.2% | +0.9% | +0.4% |
| 6M | -4.5% | -12.5% | +8.0% | +0.3% |
| YTD | -4.7% | -20.9% | +16.2% | +3.8% |
| 1Y | -1.5% | -21.6% | +20.1% | +7.6% |
| 3Y | +72.2% | +16.1% | +56.1% | +55.4% |
| 5Y | +39.3% | -15.6% | +54.9% | +40.1% |
| All | +141.3% | +66.3% | +75.0% | +72.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling