+179.2%
XLE vs XYL
+100.4%
+78.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +5.4% | -3.7% | +9.2% | +7.1% |
| 30D | -3.9% | -8.3% | +4.4% | -1.3% |
| 3M | +7.0% | -21.4% | +28.4% | +17.7% |
| 6M | +14.2% | -12.9% | +27.1% | +18.7% |
| YTD | +48.2% | -30.1% | +78.2% | +69.2% |
| 1Y | +47.7% | -35.2% | +82.8% | +75.1% |
| 3Y | +70.0% | -0.8% | +70.8% | +56.3% |
| 5Y | +169.1% | -23.2% | +192.4% | +179.2% |
| All | +179.2% | +100.4% | +78.8% | +77.2% |
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