+621.5%
XYZ vs XYL
+104.0%
+517.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +1.6% |
| 7D | -2.2% | -5.9% | +3.7% | +2.6% |
| 30D | +11.6% | -7.3% | +18.9% | +16.5% |
| 3M | +8.4% | -22.5% | +30.9% | +30.3% |
| 6M | +17.2% | -14.4% | +31.6% | +28.7% |
| YTD | +31.7% | -29.4% | +61.1% | +67.3% |
| 1Y | +30.1% | -35.6% | +65.7% | +78.7% |
| 3Y | +66.4% | +0.3% | +66.2% | +51.7% |
| 5Y | -62.2% | -22.3% | -39.8% | -57.3% |
| 10Y | +621.5% | +103.2% | +518.3% | +343.3% |
| All | +621.5% | +104.0% | +517.6% | +343.3% |
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