-14.3%
XYL vs GEN
+22.3%
-36.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.7% | +5.7% | +3.5% |
| 7D | +1.8% | -0.7% | +2.5% | +1.9% |
| 30D | -9.2% | +2.6% | -11.9% | -9.8% |
| 3M | -0.3% | +15.8% | -16.1% | -3.6% |
| 6M | -11.0% | +33.1% | -44.1% | -17.0% |
| YTD | -19.2% | +11.3% | -30.5% | -21.3% |
| 1Y | -21.2% | +1.7% | -22.9% | -21.5% |
| 3Y | +18.6% | +58.1% | -39.5% | +3.2% |
| 5Y | -14.3% | +20.6% | -34.9% | -20.9% |
| All | -14.3% | +22.3% | -36.6% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling