-1.7%
XRT vs XYL
-23.5%
+21.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.9% |
| 7D | -1.4% | -5.9% | +4.4% | +1.8% |
| 30D | +9.8% | -7.3% | +17.1% | +13.0% |
| 3M | +3.3% | -22.5% | +25.8% | +17.3% |
| 6M | +13.6% | -14.4% | +28.0% | +21.3% |
| YTD | +9.1% | -29.4% | +38.4% | +29.3% |
| 1Y | +15.1% | -35.6% | +50.7% | +44.3% |
| 3Y | +59.9% | +0.3% | +59.7% | +47.9% |
| 5Y | -1.7% | -22.3% | +20.6% | +4.8% |
| All | -1.7% | -23.5% | +21.8% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling