+379.4%
XYL vs GEN
+392.4%
-13.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -2.2% |
| 7D | -5.9% | -0.8% | -5.1% | -5.7% |
| 30D | -7.3% | +31.2% | -38.5% | -12.7% |
| 3M | -22.5% | +6.1% | -28.6% | -23.9% |
| 6M | -14.4% | +38.1% | -52.5% | -21.0% |
| YTD | -29.4% | +14.4% | -43.8% | -32.4% |
| 1Y | -35.6% | +15.1% | -50.8% | -38.5% |
| 3Y | +0.3% | +68.5% | -68.3% | -13.2% |
| 5Y | -22.3% | +35.8% | -58.2% | -30.6% |
| 10Y | +103.2% | +155.4% | -52.2% | +46.9% |
| All | +379.4% | +392.4% | -13.0% | +170.8% |
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