+65.0%
XLF vs XYL
-15.8%
+80.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | -2.9% | -1.2% | -1.6% | -2.4% |
| 30D | -1.6% | -13.2% | +11.6% | +4.2% |
| 3M | +9.3% | -0.2% | +9.4% | +8.7% |
| 6M | +14.6% | -12.5% | +27.1% | +20.2% |
| YTD | +4.7% | -20.9% | +25.6% | +14.4% |
| 1Y | +8.6% | -21.6% | +30.2% | +18.9% |
| 3Y | +73.9% | +16.1% | +57.7% | +56.0% |
| 5Y | +65.0% | -15.6% | +80.6% | +59.9% |
| All | +65.0% | -15.8% | +80.8% | +59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling