-0.8%
XYL vs FIVE
+40.0%
-40.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -3.7% | +2.7% | -6.4% | -4.1% |
| 30D | -8.3% | +12.7% | -21.0% | -9.8% |
| 3M | -21.4% | +2.1% | -23.5% | -21.8% |
| 6M | -12.9% | +17.5% | -30.4% | -15.4% |
| YTD | -30.1% | +31.0% | -61.0% | -33.2% |
| 1Y | -35.2% | +67.7% | -102.9% | -40.2% |
| 3Y | -0.8% | +43.4% | -44.1% | -13.8% |
| All | -0.8% | +40.0% | -40.7% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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