+344.9%
XRT vs XYL
+389.1%
-44.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.3% |
| 7D | -0.4% | -6.0% | +5.6% | +2.6% |
| 30D | +7.5% | -8.3% | +15.8% | +11.2% |
| 3M | +2.3% | -22.6% | +24.9% | +14.8% |
| 6M | +12.8% | -15.0% | +27.9% | +20.4% |
| YTD | +7.1% | -30.2% | +37.2% | +25.3% |
| 1Y | +12.3% | -36.4% | +48.6% | +37.6% |
| 3Y | +57.0% | -0.9% | +57.9% | +52.0% |
| 5Y | -4.3% | -23.4% | +19.0% | +3.0% |
| 10Y | +136.7% | +100.9% | +35.8% | +63.9% |
| All | +344.9% | +389.1% | -44.3% | +117.9% |
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 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