+222.8%
XLE vs XYL
+408.9%
-186.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +1.0% |
| 7D | -12.0% | +5.9% | -17.9% | -14.6% |
| 30D | -2.7% | -3.9% | +1.2% | -2.1% |
| 3M | +6.6% | -18.7% | +25.3% | +15.5% |
| 6M | +9.5% | -16.9% | +26.4% | +16.6% |
| YTD | +40.6% | -27.4% | +67.9% | +57.8% |
| 1Y | +43.6% | -34.0% | +77.6% | +68.9% |
| 3Y | +58.1% | +5.6% | +52.5% | +42.6% |
| 5Y | +152.2% | -20.6% | +172.7% | +156.0% |
| 10Y | +172.9% | +133.4% | +39.5% | +54.1% |
| All | +222.8% | +408.9% | -186.0% | +32.0% |
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 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