+136.0%
XLC vs XYL
+47.0%
+89.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +3.7% | -3.7% | +7.5% | +5.3% |
| 30D | -1.9% | -8.3% | +6.4% | +0.6% |
| 3M | -3.1% | -21.4% | +18.3% | +5.7% |
| 6M | -6.4% | -12.9% | +6.6% | -2.5% |
| YTD | -6.8% | -30.1% | +23.2% | +5.6% |
| 1Y | -1.7% | -35.2% | +33.5% | +15.0% |
| 3Y | +64.7% | -0.8% | +65.5% | +56.9% |
| 5Y | +41.1% | -23.2% | +64.3% | +46.0% |
| All | +136.0% | +47.0% | +89.0% | +74.9% |
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 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