+135.8%
XLC vs XYL
+48.5%
+87.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.5% |
| 7D | +3.5% | -5.9% | +9.3% | +5.9% |
| 30D | -2.6% | -7.3% | +4.7% | -0.5% |
| 3M | -2.1% | -22.5% | +20.4% | +7.4% |
| 6M | -5.5% | -14.4% | +8.9% | -0.9% |
| YTD | -6.9% | -29.4% | +22.5% | +5.1% |
| 1Y | -3.7% | -35.6% | +31.9% | +13.0% |
| 3Y | +64.2% | +0.3% | +63.9% | +55.8% |
| 5Y | +43.0% | -22.3% | +65.4% | +47.4% |
| All | +135.8% | +48.5% | +87.3% | +74.1% |
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 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