+47.7%
XYZ vs XYL
+12.6%
+35.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.6% |
| 7D | -1.0% | -5.0% | +4.1% | +2.4% |
| 30D | -1.7% | -13.2% | +11.5% | +7.6% |
| 3M | +16.7% | -3.7% | +20.5% | +18.7% |
| 6M | +26.9% | -17.7% | +44.5% | +42.8% |
| YTD | +27.1% | -21.5% | +48.7% | +46.8% |
| 1Y | +9.3% | -24.5% | +33.7% | +29.8% |
| All | +47.7% | +12.6% | +35.1% | +1.9% |
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