+139.9%
XLC vs XYL
+68.0%
+71.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | -1.4% | +0.8% | -2.3% | -1.8% |
| 30D | -0.9% | -10.8% | +9.9% | +3.8% |
| 3M | -0.3% | -2.5% | +2.2% | +0.3% |
| 6M | -5.2% | -12.2% | +7.0% | -0.6% |
| YTD | -5.3% | -20.1% | +14.8% | +2.8% |
| 1Y | -2.8% | -20.6% | +17.8% | +5.7% |
| 3Y | +71.2% | +17.3% | +53.9% | +53.8% |
| 5Y | +37.6% | -14.5% | +52.1% | +37.7% |
| All | +139.9% | +68.0% | +71.8% | +70.3% |
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