+120.8%
XYL vs CAPR
-64.9%
+185.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.4% | -8.0% | +1.4% |
| 7D | +2.1% | +36.0% | -34.0% | +1.7% |
| 30D | -3.4% | +25.8% | -29.2% | -3.7% |
| 3M | -17.2% | +140.8% | -158.0% | -18.2% |
| 6M | -12.0% | -67.6% | +55.5% | -11.7% |
| YTD | -26.3% | -65.9% | +39.6% | -26.1% |
| 1Y | -33.5% | +66.1% | -99.6% | -36.0% |
| 3Y | +6.4% | +256.9% | -250.5% | -0.7% |
| 5Y | -20.9% | +172.1% | -193.0% | -26.5% |
| 10Y | +120.8% | -64.7% | +185.5% | +96.9% |
| All | +120.8% | -64.9% | +185.8% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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