+18.4%
XRT vs XYL
-30.7%
+49.1%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.0% | +0.6% | +4.1% |
| 7D | +8.0% | +14.5% | -6.5% | +4.0% |
| 30D | +13.0% | -1.3% | +14.4% | +12.3% |
| 3M | +1.7% | -17.0% | +18.7% | +7.6% |
| 6M | +12.6% | -11.3% | +23.9% | +15.7% |
| YTD | +10.7% | -25.0% | +35.6% | +19.9% |
| 1Y | +18.4% | -31.5% | +49.9% | +37.5% |
| All | +18.4% | -30.7% | +49.1% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling