-68.6%
XYZ vs XYL
-14.7%
-53.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.0% | -6.2% | -6.0% |
| 7D | +2.9% | +1.8% | +1.1% | +0.9% |
| 30D | +1.4% | -9.2% | +10.6% | +10.9% |
| 3M | +14.6% | -0.3% | +14.8% | +13.1% |
| 6M | +20.8% | -11.0% | +31.7% | +32.3% |
| YTD | +23.1% | -19.2% | +42.3% | +46.7% |
| 1Y | +5.6% | -21.2% | +26.9% | +28.8% |
| 3Y | +50.9% | +18.6% | +32.3% | +6.9% |
| 5Y | -68.6% | -14.3% | -54.2% | -71.5% |
| All | -68.6% | -14.7% | -53.9% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling