+45.8%
XRT vs XYL
+12.6%
+33.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +2.0% |
| 7D | +0.8% | -5.0% | +5.9% | +3.3% |
| 30D | -4.2% | -13.2% | +9.0% | +2.6% |
| 3M | +5.1% | -3.7% | +8.8% | +6.5% |
| 6M | +2.4% | -17.7% | +20.1% | +12.1% |
| YTD | +3.2% | -21.5% | +24.7% | +15.2% |
| 1Y | +1.5% | -24.5% | +26.0% | +15.6% |
| All | +45.8% | +12.6% | +33.1% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling