+2.1%
XYL vs A
+68.9%
-66.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.2% | -2.1% |
| 7D | +0.6% | +1.4% | -0.8% | +0.2% |
| 30D | -5.7% | +4.3% | -10.0% | -7.0% |
| 3M | -19.8% | +19.8% | -39.6% | -24.2% |
| 6M | -14.2% | +54.4% | -68.6% | -25.1% |
| YTD | -28.1% | +31.7% | -59.8% | -34.2% |
| 1Y | -35.0% | +22.4% | -57.4% | -39.0% |
| 3Y | +2.1% | +67.7% | -65.6% | -13.5% |
| All | +2.1% | +68.9% | -66.8% | -13.5% |
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