+162.3%
EXC vs XYL
+143.3%
+19.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.2% | -0.3% |
| 7D | +1.2% | +1.8% | -0.6% | +0.6% |
| 30D | -2.7% | -9.2% | +6.5% | +0.5% |
| 3M | -1.0% | -0.3% | -0.7% | -1.2% |
| 6M | -9.3% | -11.0% | +1.7% | -6.1% |
| YTD | +3.6% | -19.2% | +22.8% | +10.4% |
| 1Y | +5.9% | -21.2% | +27.1% | +13.6% |
| 3Y | +21.3% | +18.6% | +2.7% | +7.6% |
| 5Y | +46.2% | -14.3% | +60.5% | +46.1% |
| All | +162.3% | +143.3% | +19.0% | +79.5% |
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 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