+142.8%
XYL vs RUN
+42.2%
+100.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +1.2% | -3.7% | +4.9% | +1.6% |
| 30D | -11.9% | -13.0% | +1.1% | -10.6% |
| 3M | -1.5% | -31.8% | +30.2% | +2.1% |
| 6M | -11.9% | -32.2% | +20.3% | -9.1% |
| YTD | -20.6% | -53.5% | +32.9% | -15.8% |
| 1Y | -23.5% | -46.5% | +23.0% | -20.9% |
| 3Y | +14.9% | -37.6% | +52.5% | +1.3% |
| 5Y | -15.3% | -80.9% | +65.6% | -17.8% |
| All | +142.8% | +42.2% | +100.6% | +56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling