+9.3%
XYZ vs XYL
-23.4%
+32.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | 0.0% |
| 7D | -1.0% | -5.0% | +4.1% | +1.0% |
| 30D | -1.7% | -13.2% | +11.5% | +3.3% |
| 3M | +16.7% | -3.7% | +20.5% | +17.9% |
| 6M | +26.9% | -17.7% | +44.5% | +34.6% |
| YTD | +27.1% | -21.5% | +48.7% | +35.9% |
| 1Y | +9.3% | -24.5% | +33.7% | +21.7% |
| All | +9.3% | -23.4% | +32.6% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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