+133.6%
XLC vs XYL
+46.8%
+86.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.2% | -0.5% |
| 7D | +3.1% | -6.0% | +9.1% | +5.6% |
| 30D | -4.2% | -8.3% | +4.1% | -1.8% |
| 3M | -2.1% | -22.6% | +20.5% | +7.4% |
| 6M | -6.6% | -15.0% | +8.4% | -1.8% |
| YTD | -7.8% | -30.2% | +22.4% | +4.5% |
| 1Y | -4.1% | -36.4% | +32.3% | +13.1% |
| 3Y | +62.6% | -0.9% | +63.5% | +55.0% |
| 5Y | +39.6% | -23.4% | +63.0% | +44.6% |
| All | +133.6% | +46.8% | +86.8% | +73.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling