+388.1%
XYL vs A
+746.1%
-357.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.2% | -1.9% |
| 7D | +0.6% | +1.4% | -0.8% | -0.1% |
| 30D | -5.7% | +4.3% | -10.0% | -7.9% |
| 3M | -19.8% | +19.8% | -39.6% | -27.0% |
| 6M | -14.2% | +54.4% | -68.6% | -31.5% |
| YTD | -28.1% | +31.7% | -59.8% | -38.4% |
| 1Y | -35.0% | +22.4% | -57.4% | -42.4% |
| 3Y | +2.1% | +67.7% | -65.6% | -25.6% |
| 5Y | -22.1% | +15.7% | -37.8% | -32.8% |
| 10Y | +107.0% | +308.7% | -201.7% | -3.9% |
| All | +388.1% | +746.1% | -357.9% | +79.4% |
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