+313.9%
XLU vs XYL
+454.2%
-140.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -1.2% | -1.2% | +0.1% | -0.9% |
| 30D | -2.5% | -13.2% | +10.6% | +1.2% |
| 3M | -2.7% | -0.2% | -2.6% | -3.0% |
| 6M | -7.5% | -12.5% | +5.0% | -4.5% |
| YTD | +0.9% | -20.9% | +21.8% | +6.7% |
| 1Y | +3.3% | -21.6% | +24.9% | +9.4% |
| 3Y | +47.3% | +16.1% | +31.2% | +37.5% |
| 5Y | +44.4% | -15.6% | +60.0% | +44.9% |
| 10Y | +140.8% | +147.7% | -6.9% | +85.0% |
| All | +313.9% | +454.2% | -140.3% | +179.5% |
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