+248.8%
XLF vs XYL
+150.5%
+98.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -1.5% | +1.2% | -2.7% | -2.2% |
| 30D | -1.2% | -11.9% | +10.8% | +5.6% |
| 3M | +9.2% | -1.5% | +10.7% | +9.3% |
| 6M | +16.3% | -11.9% | +28.2% | +23.2% |
| YTD | +5.4% | -20.6% | +26.0% | +17.6% |
| 1Y | +7.6% | -23.5% | +31.1% | +22.4% |
| 3Y | +74.2% | +14.9% | +59.4% | +52.9% |
| 5Y | +66.1% | -15.3% | +81.4% | +69.9% |
| All | +248.8% | +150.5% | +98.4% | +93.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling