+400.3%
XYL vs GEN
+378.9%
+21.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.5% |
| 7D | +2.1% | -0.3% | +2.4% | +2.1% |
| 30D | -3.4% | +28.2% | -31.5% | -8.5% |
| 3M | -17.2% | +2.6% | -19.8% | -18.1% |
| 6M | -12.0% | +32.7% | -44.7% | -18.0% |
| YTD | -26.3% | +11.3% | -37.6% | -29.1% |
| 1Y | -33.5% | +17.9% | -51.4% | -36.8% |
| 3Y | +6.4% | +66.3% | -59.9% | -7.6% |
| 5Y | -20.9% | +31.7% | -52.6% | -28.9% |
| 10Y | +120.8% | +150.0% | -29.2% | +60.3% |
| All | +400.3% | +378.9% | +21.4% | +184.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling