+577.6%
XYZ vs XYL
+203.2%
+374.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +2.5% |
| 7D | +14.9% | +2.1% | +12.8% | +13.5% |
| 30D | +14.7% | -3.4% | +18.0% | +15.9% |
| 3M | +12.1% | -17.2% | +29.3% | +27.4% |
| 6M | +18.3% | -12.0% | +30.4% | +27.2% |
| YTD | +36.1% | -26.3% | +62.4% | +66.5% |
| 1Y | +35.3% | -33.5% | +68.8% | +80.4% |
| 3Y | +73.5% | +6.4% | +67.1% | +51.5% |
| 5Y | -61.6% | -20.9% | -40.7% | -57.4% |
| 10Y | +638.0% | +120.8% | +517.2% | +320.1% |
| All | +577.6% | +203.2% | +374.4% | +203.6% |
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