-20.9%
XYL vs TECH
-41.3%
+20.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +0.6% | +0.2% | +0.4% | +0.5% |
| 30D | -5.7% | +0.5% | -6.2% | -5.8% |
| 3M | -19.8% | +1.1% | -20.9% | -20.0% |
| 6M | -14.2% | +51.0% | -65.2% | -23.9% |
| YTD | -28.1% | +24.4% | -52.5% | -33.7% |
| 1Y | -35.0% | +27.4% | -62.4% | -40.6% |
| 3Y | +2.1% | +28.5% | -26.4% | -12.6% |
| All | -20.9% | -41.3% | +20.4% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 5y: compounded portfolio wealth divided by compounded TECH 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…
5y analysis · Full analysis span regression · 6 months rolling