+580.0%
XYZ vs XYL
+141.5%
+438.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.0% | -6.2% | -5.6% |
| 7D | +2.9% | +1.8% | +1.1% | +1.2% |
| 30D | +1.4% | -9.2% | +10.6% | +9.4% |
| 3M | +14.6% | -0.3% | +14.8% | +13.7% |
| 6M | +20.8% | -11.0% | +31.7% | +30.7% |
| YTD | +23.1% | -19.2% | +42.3% | +43.0% |
| 1Y | +5.6% | -21.2% | +26.9% | +25.1% |
| 3Y | +50.9% | +18.6% | +32.3% | +23.1% |
| 5Y | -68.6% | -14.3% | -54.2% | -66.7% |
| 10Y | +580.0% | +141.0% | +438.9% | +289.4% |
| All | +580.0% | +141.5% | +438.5% | +289.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling