+196.7%
EXC vs XYL
+100.4%
+96.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +1.4% | -3.7% | +5.1% | +2.7% |
| 30D | +8.6% | -8.3% | +16.9% | +11.1% |
| 3M | +2.4% | -21.4% | +23.8% | +10.4% |
| 6M | +6.5% | -12.9% | +19.4% | +10.4% |
| YTD | +9.0% | -30.1% | +39.1% | +21.3% |
| 1Y | +4.6% | -35.2% | +39.7% | +19.5% |
| 3Y | +33.5% | -0.8% | +34.3% | +25.3% |
| 5Y | +41.4% | -23.2% | +64.6% | +45.4% |
| All | +196.7% | +100.4% | +96.3% | +115.4% |
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