+310.1%
XLP vs XYL
+449.8%
-139.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.3% |
| 7D | -1.0% | -5.0% | +4.0% | +0.3% |
| 30D | -0.9% | -13.2% | +12.3% | +2.7% |
| 3M | +3.8% | -3.7% | +7.5% | +4.6% |
| 6M | -1.7% | -17.7% | +16.0% | +2.9% |
| YTD | +10.3% | -21.5% | +31.8% | +16.5% |
| 1Y | +7.8% | -24.5% | +32.3% | +14.9% |
| 3Y | +27.2% | +6.9% | +20.3% | +21.5% |
| 5Y | +32.5% | -18.1% | +50.6% | +33.7% |
| 10Y | +101.8% | +134.7% | -32.9% | +51.6% |
| All | +310.1% | +449.8% | -139.6% | +160.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling