+150.2%
XYL vs ALK
-39.2%
+189.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -0.8% |
| 7D | +0.8% | -3.0% | +3.8% | +1.6% |
| 30D | -10.8% | -14.6% | +3.8% | -6.9% |
| 3M | -2.5% | -10.6% | +8.0% | -0.2% |
| 6M | -12.2% | -6.7% | -5.5% | -12.2% |
| YTD | -20.1% | -19.8% | -0.3% | -17.1% |
| 1Y | -20.6% | -35.2% | +14.6% | -13.0% |
| 3Y | +17.3% | +1.4% | +15.9% | +5.9% |
| 5Y | -14.5% | -30.7% | +16.2% | -15.2% |
| 10Y | +150.2% | -37.4% | +187.6% | +119.0% |
| All | +150.2% | -39.2% | +189.4% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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