-31.5%
XYL vs RUN
-53.7%
+22.2%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.3% | +3.7% | +4.9% |
| 7D | +14.5% | +18.5% | -3.9% | +12.8% |
| 30D | -1.3% | +15.5% | -16.8% | -2.7% |
| 3M | -17.0% | -20.3% | +3.3% | -15.8% |
| 6M | -11.3% | -30.8% | +19.5% | -9.8% |
| YTD | -25.0% | -52.2% | +27.3% | -23.2% |
| 1Y | -31.5% | -53.9% | +22.3% | -30.0% |
| All | -31.5% | -53.7% | +22.2% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling