+99.4%
XYL vs USFR
+28.6%
+70.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | -8.3% | +0.4% | -8.7% | -8.2% |
| 3M | -21.4% | +1.1% | -22.5% | -21.1% |
| 6M | -12.9% | +2.0% | -15.0% | -12.3% |
| YTD | -30.1% | +3.5% | -33.5% | -29.2% |
| 1Y | -35.2% | +4.1% | -39.2% | -34.2% |
| 3Y | -0.8% | +14.4% | -15.1% | +4.4% |
| 5Y | -23.2% | +21.4% | -44.7% | -17.1% |
| All | +99.4% | +28.6% | +70.8% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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