+9.1%
XLF vs XYL
-23.4%
+32.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.3% | -0.2% |
| 7D | 0.0% | -5.0% | +5.0% | +1.4% |
| 30D | +0.2% | -13.2% | +13.4% | +4.1% |
| 3M | +11.7% | -3.7% | +15.4% | +12.3% |
| 6M | +13.8% | -17.7% | +31.5% | +19.9% |
| YTD | +7.0% | -21.5% | +28.5% | +13.9% |
| 1Y | +9.1% | -24.5% | +33.6% | +17.5% |
| All | +9.1% | -23.4% | +32.5% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling