+175.5%
EXE vs XYL
+11.7%
+163.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -2.2% | -1.2% | -1.0% | -1.9% |
| 30D | -0.8% | -13.2% | +12.4% | +2.7% |
| 3M | +10.0% | -0.2% | +10.2% | +9.5% |
| 6M | -6.3% | -12.5% | +6.2% | -3.7% |
| YTD | -10.7% | -20.9% | +10.2% | -5.9% |
| 1Y | +2.7% | -21.6% | +24.2% | +8.3% |
| 3Y | +19.1% | +16.1% | +3.0% | +8.0% |
| 5Y | +105.4% | -15.6% | +121.0% | +105.9% |
| All | +175.5% | +11.7% | +163.8% | +132.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling