+243.2%
XYL vs USFR
+27.5%
+215.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.0% |
| 7D | -5.0% | +0.1% | -5.1% | -5.1% |
| 30D | -13.2% | +0.3% | -13.5% | -13.3% |
| 3M | -3.7% | +1.0% | -4.7% | -4.0% |
| 6M | -17.7% | +1.9% | -19.6% | -18.1% |
| YTD | -21.5% | +2.6% | -24.1% | -22.1% |
| 1Y | -24.5% | +4.0% | -28.5% | -25.4% |
| 3Y | +6.9% | +14.1% | -7.2% | +2.9% |
| 5Y | -18.1% | +20.4% | -38.5% | -22.4% |
| 10Y | +134.7% | +28.0% | +106.7% | +117.3% |
| All | +243.2% | +27.5% | +215.7% | +209.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling