+233.6%
XLE vs XYL
+449.8%
-216.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.2% | +0.1% |
| 7D | +2.2% | -5.0% | +7.3% | +4.6% |
| 30D | +11.8% | -13.2% | +25.0% | +19.2% |
| 3M | +9.8% | -3.7% | +13.5% | +10.8% |
| 6M | +15.6% | -17.7% | +33.3% | +24.8% |
| YTD | +45.3% | -21.5% | +66.8% | +59.4% |
| 1Y | +48.3% | -24.5% | +72.8% | +65.5% |
| 3Y | +55.4% | +6.9% | +48.5% | +41.3% |
| 5Y | +216.1% | -18.1% | +234.2% | +221.5% |
| 10Y | +178.4% | +134.7% | +43.7% | +58.7% |
| All | +233.6% | +449.8% | -216.1% | +33.5% |
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