+17.2%
XLI vs XYL
-23.4%
+40.6%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +1.2% |
| 7D | -1.1% | -5.0% | +4.0% | +1.0% |
| 30D | -5.9% | -13.2% | +7.3% | -0.5% |
| 3M | -0.3% | -3.7% | +3.4% | +0.5% |
| 6M | +0.1% | -17.7% | +17.8% | +6.8% |
| YTD | +13.6% | -21.5% | +35.1% | +21.8% |
| 1Y | +17.2% | -24.5% | +41.7% | +27.9% |
| All | +17.2% | -23.4% | +40.6% | +27.9% |
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 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