+328.8%
XRT vs XYL
+449.8%
-120.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +2.0% |
| 7D | +0.8% | -5.0% | +5.9% | +3.4% |
| 30D | -4.2% | -13.2% | +9.0% | +2.7% |
| 3M | +5.1% | -3.7% | +8.8% | +6.6% |
| 6M | +2.4% | -17.7% | +20.1% | +12.1% |
| YTD | +3.2% | -21.5% | +24.7% | +15.3% |
| 1Y | +1.5% | -24.5% | +26.0% | +15.6% |
| 3Y | +40.6% | +6.9% | +33.6% | +32.5% |
| 5Y | -1.0% | -18.1% | +17.1% | +4.0% |
| 10Y | +128.4% | +134.7% | -6.3% | +48.7% |
| All | +328.8% | +449.8% | -120.9% | +100.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling