+139.5%
XLP vs XYL
+100.4%
+39.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | +2.5% | -3.7% | +6.3% | +3.6% |
| 30D | +7.3% | -8.3% | +15.6% | +9.4% |
| 3M | +8.1% | -21.4% | +29.5% | +14.8% |
| 6M | +10.5% | -12.9% | +23.4% | +13.8% |
| YTD | +21.2% | -30.1% | +51.2% | +32.0% |
| 1Y | +22.7% | -35.2% | +57.9% | +36.6% |
| 3Y | +44.8% | -0.8% | +45.6% | +39.3% |
| 5Y | +44.7% | -23.2% | +68.0% | +47.9% |
| All | +139.5% | +100.4% | +39.1% | +86.0% |
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