+643.4%
XLF vs XYL
+466.0%
+177.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.3% | -2.8% |
| 7D | +0.2% | +1.8% | -1.6% | -0.8% |
| 30D | -0.5% | -9.2% | +8.7% | +4.2% |
| 3M | +10.6% | -0.3% | +10.9% | +10.1% |
| 6M | +14.3% | -11.0% | +25.3% | +20.0% |
| YTD | +5.5% | -19.2% | +24.7% | +15.9% |
| 1Y | +9.6% | -21.2% | +30.8% | +21.7% |
| 3Y | +75.2% | +18.6% | +56.6% | +53.9% |
| 5Y | +65.5% | -14.3% | +79.8% | +67.9% |
| 10Y | +246.4% | +141.0% | +105.4% | +108.1% |
| All | +643.4% | +466.0% | +177.5% | +218.0% |
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