+15.1%
XRT vs XYL
-36.1%
+51.2%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.5% |
| 7D | -1.4% | -5.9% | +4.4% | +0.4% |
| 30D | +9.8% | -7.3% | +17.1% | +11.2% |
| 3M | +3.3% | -22.5% | +25.8% | +11.6% |
| 6M | +13.6% | -14.4% | +28.0% | +17.8% |
| YTD | +9.1% | -29.4% | +38.4% | +20.3% |
| 1Y | +15.1% | -35.6% | +50.7% | +35.1% |
| All | +15.1% | -36.1% | +51.2% | +35.1% |
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