+72.6%
XYZ vs XYL
+5.2%
+67.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.9% |
| 7D | +12.1% | +5.9% | +6.3% | +9.1% |
| 30D | +12.4% | -3.9% | +16.3% | +13.3% |
| 3M | +8.2% | -18.7% | +26.9% | +20.0% |
| 6M | +20.7% | -16.9% | +37.6% | +31.4% |
| YTD | +31.3% | -27.4% | +58.7% | +54.4% |
| 1Y | +20.5% | -34.0% | +54.5% | +52.1% |
| 3Y | +72.6% | +5.6% | +67.0% | +48.0% |
| All | +72.6% | +5.2% | +67.4% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling