+41.9%
XLP vs XYL
+5.2%
+36.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.9% |
| 7D | +0.7% | +5.9% | -5.1% | -0.1% |
| 30D | +10.3% | -3.9% | +14.2% | +10.6% |
| 3M | +6.5% | -18.7% | +25.2% | +9.3% |
| 6M | +8.4% | -16.9% | +25.2% | +10.9% |
| YTD | +18.2% | -27.4% | +45.6% | +23.0% |
| 1Y | +22.4% | -34.0% | +56.4% | +29.3% |
| 3Y | +41.9% | +5.6% | +36.3% | +31.3% |
| All | +41.9% | +5.2% | +36.7% | +31.3% |
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 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