+164.9%
EXC vs XYL
+394.7%
-229.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.7% |
| 7D | -1.4% | -5.9% | +4.5% | +0.4% |
| 30D | +8.3% | -7.3% | +15.6% | +10.1% |
| 3M | +2.6% | -22.5% | +25.1% | +9.9% |
| 6M | +5.2% | -14.4% | +19.6% | +9.2% |
| YTD | +7.5% | -29.4% | +36.9% | +17.5% |
| 1Y | +3.2% | -35.6% | +38.8% | +16.0% |
| 3Y | +29.5% | +0.3% | +29.3% | +23.5% |
| 5Y | +39.7% | -22.3% | +62.0% | +42.3% |
| 10Y | +200.1% | +103.2% | +96.8% | +127.1% |
| All | +164.9% | +394.7% | -229.8% | +73.9% |
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