+135.4%
XLP vs XYL
+113.6%
+21.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.8% |
| 7D | +2.3% | +0.6% | +1.7% | +2.2% |
| 30D | +9.1% | -5.7% | +14.8% | +10.4% |
| 3M | +7.9% | -19.8% | +27.7% | +13.9% |
| 6M | +9.6% | -14.2% | +23.8% | +13.4% |
| YTD | +19.4% | -28.1% | +47.5% | +29.2% |
| 1Y | +22.4% | -35.0% | +57.4% | +36.1% |
| 3Y | +43.2% | +2.1% | +41.1% | +36.7% |
| 5Y | +42.6% | -22.1% | +64.7% | +45.2% |
| 10Y | +135.4% | +107.0% | +28.5% | +81.3% |
| All | +135.4% | +113.6% | +21.8% | +81.3% |
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