+165.1%
EXC vs XYL
+416.3%
-251.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.4% |
| 7D | -1.7% | +2.1% | -3.8% | -2.3% |
| 30D | +9.3% | -3.4% | +12.7% | +9.8% |
| 3M | +1.0% | -17.2% | +18.2% | +6.2% |
| 6M | +5.9% | -12.0% | +18.0% | +9.1% |
| YTD | +7.6% | -26.3% | +33.9% | +16.2% |
| 1Y | +2.4% | -33.5% | +35.9% | +14.1% |
| 3Y | +30.2% | +6.4% | +23.8% | +21.9% |
| 5Y | +41.4% | -20.9% | +62.3% | +43.4% |
| 10Y | +183.8% | +120.8% | +62.9% | +110.5% |
| All | +165.1% | +416.3% | -251.2% | +71.9% |
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