+149.9%
XLE vs XYL
-21.3%
+171.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.4% |
| 7D | -12.0% | +5.9% | -17.9% | -13.1% |
| 30D | -2.7% | -3.9% | +1.2% | -2.3% |
| 3M | +6.6% | -18.7% | +25.3% | +10.8% |
| 6M | +9.5% | -16.9% | +26.4% | +13.0% |
| YTD | +40.6% | -27.4% | +67.9% | +49.4% |
| 1Y | +43.6% | -34.0% | +77.6% | +56.7% |
| 3Y | +58.1% | +5.6% | +52.5% | +49.4% |
| All | +149.9% | -21.3% | +171.2% | +171.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling