+554.0%
XYZ vs XYL
+198.9%
+355.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +3.4% |
| 7D | +12.1% | +5.9% | +6.3% | +7.5% |
| 30D | +12.4% | -3.9% | +16.3% | +14.0% |
| 3M | +8.2% | -18.7% | +26.9% | +24.7% |
| 6M | +20.7% | -16.9% | +37.6% | +35.6% |
| YTD | +31.3% | -27.4% | +58.7% | +62.5% |
| 1Y | +20.5% | -34.0% | +54.5% | +61.5% |
| 3Y | +72.6% | +5.6% | +67.0% | +51.6% |
| 5Y | -64.0% | -20.6% | -43.4% | -60.1% |
| 10Y | +601.8% | +133.4% | +468.4% | +287.1% |
| All | +554.0% | +198.9% | +355.2% | +196.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling