+54.7%
XLE vs XYL
+12.6%
+42.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.2% | -0.5% |
| 7D | +2.2% | -5.0% | +7.3% | +3.0% |
| 30D | +11.8% | -13.2% | +25.0% | +14.4% |
| 3M | +9.8% | -3.7% | +13.5% | +9.9% |
| 6M | +15.6% | -17.7% | +33.3% | +19.7% |
| YTD | +45.3% | -21.5% | +66.8% | +51.8% |
| 1Y | +48.3% | -24.5% | +72.8% | +56.5% |
| All | +54.7% | +12.6% | +42.1% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling