+20.7%
EXE vs XYL
+18.1%
+2.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.1% |
| 7D | -1.8% | +1.8% | -3.6% | -2.0% |
| 30D | +6.4% | -9.2% | +15.6% | +7.7% |
| 3M | +9.2% | -0.3% | +9.5% | +8.8% |
| 6M | -7.0% | -11.0% | +4.0% | -5.7% |
| YTD | -9.5% | -19.2% | +9.7% | -6.9% |
| 1Y | +6.2% | -21.2% | +27.4% | +9.7% |
| 3Y | +20.7% | +18.6% | +2.1% | +12.4% |
| All | +20.7% | +18.1% | +2.7% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling