+18.6%
XYL vs A
+29.5%
-10.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.7% | +5.6% | +3.7% |
| 7D | +1.8% | -2.1% | +3.9% | +2.4% |
| 30D | -9.2% | +0.6% | -9.8% | -9.5% |
| 3M | -0.3% | +10.9% | -11.2% | -3.6% |
| 6M | -11.0% | +28.2% | -39.1% | -18.2% |
| YTD | -19.2% | +8.6% | -27.8% | -21.7% |
| 1Y | -21.2% | +15.5% | -36.7% | -25.5% |
| 3Y | +18.6% | +31.8% | -13.2% | +2.3% |
| All | +18.6% | +29.5% | -10.9% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling