+607.5%
XLY vs XYL
+456.4%
+151.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.4% |
| 3M | -2.7% | -1.5% | -1.1% | -2.4% |
| 6M | -0.6% | -11.9% | +11.3% | +4.5% |
| YTD | -5.0% | -20.6% | +15.6% | +4.2% |
| 1Y | -4.1% | -23.5% | +19.4% | +6.9% |
| 3Y | +33.6% | +14.9% | +18.7% | +22.2% |
| 5Y | +28.7% | -15.3% | +44.0% | +31.6% |
| 10Y | +219.6% | +148.6% | +71.0% | +107.2% |
| All | +607.5% | +456.4% | +151.1% | +244.3% |
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 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