+43.3%
XLP vs XYL
-23.5%
+66.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.2% | +0.8% |
| 7D | -0.5% | -5.9% | +5.3% | +0.7% |
| 30D | +8.3% | -7.3% | +15.6% | +9.7% |
| 3M | +8.7% | -22.5% | +31.2% | +14.1% |
| 6M | +11.2% | -14.4% | +25.6% | +14.2% |
| YTD | +20.0% | -29.4% | +49.4% | +27.9% |
| 1Y | +21.3% | -35.6% | +57.0% | +32.1% |
| 3Y | +43.8% | +0.3% | +43.6% | +37.6% |
| 5Y | +43.3% | -22.3% | +65.7% | +40.2% |
| All | +43.3% | -23.5% | +66.8% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling