+62.6%
XYZ vs XYL
-0.5%
+63.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.7% | +2.7% |
| 7D | -1.1% | -3.7% | +2.7% | +1.0% |
| 30D | +11.5% | -8.3% | +19.8% | +15.4% |
| 3M | +1.8% | -21.4% | +23.2% | +15.1% |
| 6M | +21.2% | -12.9% | +34.1% | +27.7% |
| YTD | +29.9% | -30.1% | +60.0% | +56.0% |
| 1Y | +35.8% | -35.2% | +70.9% | +72.3% |
| 3Y | +62.6% | -0.8% | +63.4% | +45.2% |
| All | +62.6% | -0.5% | +63.1% | +45.2% |
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