+71.5%
XLI vs XYL
-0.5%
+71.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.5% |
| 7D | +3.8% | -3.7% | +7.5% | +5.3% |
| 30D | +1.0% | -8.3% | +9.4% | +3.3% |
| 3M | -8.9% | -21.4% | +12.5% | -0.2% |
| 6M | -2.3% | -12.9% | +10.6% | +1.6% |
| YTD | +9.7% | -30.1% | +39.7% | +25.6% |
| 1Y | +12.3% | -35.2% | +47.5% | +33.5% |
| 3Y | +71.5% | -0.8% | +72.2% | +57.5% |
| All | +71.5% | -0.5% | +71.9% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling