-24.5%
XYL vs A
+21.7%
-46.2%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.2% |
| 7D | -5.0% | -1.9% | -3.1% | -4.7% |
| 30D | -13.2% | +6.9% | -20.1% | -14.5% |
| 3M | -3.7% | +9.2% | -12.9% | -5.7% |
| 6M | -17.7% | +25.7% | -43.4% | -21.8% |
| YTD | -21.5% | +11.5% | -33.1% | -23.2% |
| 1Y | -24.5% | +18.4% | -42.9% | -26.8% |
| All | -24.5% | +21.7% | -46.2% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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