+141.9%
XYL vs A
+247.2%
-105.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.5% |
| 7D | -1.2% | -4.6% | +3.3% | +1.0% |
| 30D | -13.2% | -4.3% | -8.9% | -11.5% |
| 3M | -0.2% | +8.9% | -9.1% | -4.8% |
| 6M | -12.5% | +24.5% | -37.0% | -23.0% |
| YTD | -20.9% | +5.8% | -26.7% | -24.6% |
| 1Y | -21.6% | +16.2% | -37.8% | -29.3% |
| 3Y | +16.1% | +28.5% | -12.3% | -5.4% |
| 5Y | -15.6% | -16.3% | +0.7% | -13.7% |
| All | +141.9% | +247.2% | -105.3% | +13.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling