+627.4%
XLI vs XYL
+449.8%
+177.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +1.5% |
| 7D | -1.1% | -5.0% | +4.0% | +1.6% |
| 30D | -5.9% | -13.2% | +7.3% | +1.1% |
| 3M | -0.3% | -3.7% | +3.4% | +1.3% |
| 6M | +0.1% | -17.7% | +17.8% | +10.1% |
| YTD | +13.6% | -21.5% | +35.1% | +27.4% |
| 1Y | +17.2% | -24.5% | +41.7% | +34.0% |
| 3Y | +68.2% | +6.9% | +61.3% | +57.4% |
| 5Y | +80.7% | -18.1% | +98.8% | +89.9% |
| 10Y | +253.3% | +134.7% | +118.5% | +115.8% |
| All | +627.4% | +449.8% | +177.6% | +214.9% |
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 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