+15.6%
XYL vs GEN
+57.6%
-42.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +0.8% | -2.9% | +3.7% | +1.3% |
| 30D | -10.8% | +2.1% | -12.9% | -11.2% |
| 3M | -2.5% | +19.7% | -22.3% | -5.6% |
| 6M | -12.2% | +33.3% | -45.4% | -16.6% |
| YTD | -20.1% | +11.1% | -31.2% | -20.9% |
| 1Y | -20.6% | +3.0% | -23.6% | -20.1% |
| All | +15.6% | +57.6% | -42.1% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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