+30.1%
XYZ vs XYL
-36.1%
+66.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.7% |
| 7D | -2.2% | -5.9% | +3.7% | -0.3% |
| 30D | +11.6% | -7.3% | +18.9% | +13.0% |
| 3M | +8.4% | -22.5% | +30.9% | +16.5% |
| 6M | +17.2% | -14.4% | +31.6% | +21.1% |
| YTD | +31.7% | -29.4% | +61.1% | +42.8% |
| 1Y | +30.1% | -35.6% | +65.7% | +53.6% |
| All | +30.1% | -36.1% | +66.2% | +53.6% |
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