+253.9%
XLI vs XYL
+150.5%
+103.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | -1.7% | +1.2% | -2.9% | -2.3% |
| 30D | -7.3% | -11.9% | +4.7% | -0.6% |
| 3M | -1.3% | -1.5% | +0.2% | -1.1% |
| 6M | +2.2% | -11.9% | +14.1% | +8.9% |
| YTD | +11.7% | -20.6% | +32.3% | +25.4% |
| 1Y | +14.3% | -23.5% | +37.8% | +30.9% |
| 3Y | +70.3% | +14.9% | +55.5% | +51.3% |
| 5Y | +82.3% | -15.3% | +97.6% | +88.9% |
| All | +253.9% | +150.5% | +103.4% | +102.0% |
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 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