+28.4%
XLY vs XYL
-16.2%
+44.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | -1.7% | +1.2% | -2.9% | -2.3% |
| 30D | -4.2% | -11.9% | +7.8% | +2.2% |
| 3M | -2.7% | -1.5% | -1.1% | -2.5% |
| 6M | -0.6% | -11.9% | +11.3% | +5.1% |
| YTD | -5.0% | -20.6% | +15.6% | +5.5% |
| 1Y | -4.1% | -23.5% | +19.4% | +8.7% |
| 3Y | +33.6% | +14.9% | +18.7% | +17.2% |
| All | +28.4% | -16.2% | +44.6% | +19.3% |
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 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