+2.9%
EXC vs XYL
-35.2%
+38.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | -0.1% |
| 7D | +0.1% | +0.6% | -0.5% | 0.0% |
| 30D | +9.0% | -5.7% | +14.7% | +9.2% |
| 3M | +3.3% | -19.8% | +23.1% | +4.2% |
| 6M | +5.7% | -14.2% | +19.9% | +6.6% |
| YTD | +7.3% | -28.1% | +35.4% | +7.9% |
| 1Y | +2.9% | -35.0% | +37.9% | +3.2% |
| All | +2.9% | -35.2% | +38.1% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling