+218.0%
XLE vs XYL
-17.7%
+235.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.2% | -0.4% |
| 7D | +2.2% | -5.0% | +7.3% | +3.3% |
| 30D | +11.8% | -13.2% | +25.0% | +15.2% |
| 3M | +9.8% | -3.7% | +13.5% | +10.2% |
| 6M | +15.6% | -17.7% | +33.3% | +20.2% |
| YTD | +45.3% | -21.5% | +66.8% | +52.5% |
| 1Y | +48.3% | -24.5% | +72.8% | +57.2% |
| 3Y | +55.4% | +6.9% | +48.5% | +47.8% |
| All | +218.0% | -17.7% | +235.7% | +220.3% |
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 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