+259.4%
XYL vs RUN
-31.9%
+291.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -5.0% | +1.3% | -6.3% | -5.2% |
| 30D | -13.2% | -15.3% | +2.0% | -11.9% |
| 3M | -3.7% | -40.0% | +36.3% | +0.9% |
| 6M | -17.7% | -27.0% | +9.3% | -15.9% |
| YTD | -21.5% | -51.7% | +30.2% | -17.4% |
| 1Y | -24.5% | -45.9% | +21.4% | -22.3% |
| 3Y | +6.9% | -43.8% | +50.7% | -2.8% |
| 5Y | -18.1% | -80.5% | +62.4% | -20.6% |
| 10Y | +134.7% | +45.3% | +89.5% | +70.7% |
| All | +259.4% | -31.9% | +291.4% | +164.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling