-23.5%
XYL vs USFR
+4.1%
-27.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | -11.9% | +0.4% | -12.3% | -11.8% |
| 3M | -1.5% | +1.0% | -2.6% | +1.5% |
| 6M | -11.9% | +2.0% | -13.9% | -5.5% |
| YTD | -20.6% | +2.8% | -23.3% | -15.4% |
| 1Y | -23.5% | +4.1% | -27.6% | -21.9% |
| All | -23.5% | +4.1% | -27.6% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling