+22.2%
XLP vs XYL
-33.6%
+55.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.7% |
| 7D | +0.1% | +2.1% | -2.0% | -0.2% |
| 30D | +8.9% | -3.4% | +12.3% | +9.0% |
| 3M | +7.5% | -17.2% | +24.7% | +9.1% |
| 6M | +9.4% | -12.0% | +21.5% | +11.0% |
| YTD | +19.3% | -26.3% | +45.6% | +22.3% |
| All | +22.2% | -33.6% | +55.7% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling