+374.0%
XYL vs A
+722.9%
-348.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.1% |
| 7D | -6.0% | +0.7% | -6.7% | -6.3% |
| 30D | -8.3% | +0.8% | -9.1% | -9.0% |
| 3M | -22.6% | +16.9% | -39.5% | -28.7% |
| 6M | -15.0% | +53.8% | -68.8% | -32.1% |
| YTD | -30.2% | +28.1% | -58.3% | -39.5% |
| 1Y | -36.4% | +15.0% | -51.4% | -41.9% |
| 3Y | -0.9% | +63.1% | -64.0% | -26.9% |
| 5Y | -23.4% | +11.5% | -34.8% | -32.7% |
| 10Y | +100.9% | +303.2% | -202.3% | -6.1% |
| All | +374.0% | +722.9% | -348.9% | +76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling