+124.8%
XRT vs XYL
+140.7%
-15.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.6% | -1.0% |
| 7D | -2.4% | +0.8% | -3.3% | -2.9% |
| 30D | -6.9% | -10.8% | +3.9% | -1.1% |
| 3M | -0.4% | -2.5% | +2.1% | +0.4% |
| 6M | +2.2% | -12.2% | +14.4% | +8.8% |
| YTD | -0.7% | -20.1% | +19.4% | +10.9% |
| 1Y | -2.0% | -20.6% | +18.6% | +9.8% |
| 3Y | +41.0% | +17.3% | +23.7% | +24.6% |
| 5Y | -3.3% | -14.5% | +11.2% | -0.9% |
| 10Y | +124.8% | +150.2% | -25.4% | +37.4% |
| All | +124.8% | +140.7% | -15.9% | +37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling