+174.8%
EXE vs XYL
+12.9%
+161.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.3% |
| 7D | -2.7% | +0.8% | -3.6% | -2.9% |
| 30D | -0.4% | -10.8% | +10.5% | +2.5% |
| 3M | +9.5% | -2.5% | +12.0% | +9.6% |
| 6M | -9.3% | -12.2% | +2.8% | -6.9% |
| YTD | -10.9% | -20.1% | +9.2% | -6.4% |
| 1Y | +4.3% | -20.6% | +24.9% | +9.6% |
| 3Y | +18.8% | +17.3% | +1.5% | +7.4% |
| 5Y | +101.4% | -14.5% | +115.9% | +101.0% |
| All | +174.8% | +12.9% | +161.9% | +131.5% |
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