+197.7%
EXC vs XYL
+113.6%
+84.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +0.6% |
| 7D | +0.1% | +0.6% | -0.5% | -0.2% |
| 30D | +9.0% | -5.7% | +14.7% | +10.5% |
| 3M | +3.3% | -19.8% | +23.1% | +10.6% |
| 6M | +5.7% | -14.2% | +19.9% | +10.2% |
| YTD | +7.3% | -28.1% | +35.4% | +18.3% |
| 1Y | +2.9% | -35.0% | +37.9% | +17.6% |
| 3Y | +29.3% | +2.1% | +27.2% | +20.2% |
| 5Y | +40.1% | -22.1% | +62.2% | +43.5% |
| 10Y | +197.7% | +107.0% | +90.7% | +113.2% |
| All | +197.7% | +113.6% | +84.1% | +113.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling