+30.8%
XLV vs XYL
+15.7%
+15.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -3.6% | +1.2% | -4.8% | -3.9% |
| 30D | -1.8% | -11.9% | +10.1% | +1.2% |
| 3M | +7.8% | -1.5% | +9.3% | +8.0% |
| 6M | +9.1% | -11.9% | +21.0% | +12.1% |
| YTD | +7.7% | -20.6% | +28.3% | +13.3% |
| 1Y | +20.4% | -23.5% | +43.9% | +27.7% |
| 3Y | +30.8% | +14.9% | +15.9% | +23.3% |
| All | +30.8% | +15.7% | +15.1% | +23.3% |
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