+7.6%
XLF vs XYL
-21.4%
+29.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -1.5% | +1.2% | -2.7% | -1.8% |
| 30D | -1.2% | -11.9% | +10.8% | +2.2% |
| 3M | +9.2% | -1.5% | +10.7% | +9.0% |
| 6M | +16.3% | -11.9% | +28.2% | +19.7% |
| YTD | +5.4% | -20.6% | +26.0% | +11.7% |
| 1Y | +7.6% | -23.5% | +31.1% | +15.6% |
| All | +7.6% | -21.4% | +29.0% | +15.6% |
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