+76.2%
EXE vs XYL
-23.7%
+99.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | +2.9% | -6.0% | +8.9% | +4.2% |
| 30D | -4.9% | -8.3% | +3.4% | -3.7% |
| 3M | -8.3% | -22.6% | +14.3% | -3.4% |
| 6M | -7.8% | -15.0% | +7.2% | -5.5% |
| YTD | -19.0% | -30.2% | +11.1% | -13.1% |
| 1Y | -24.8% | -36.4% | +11.5% | -17.0% |
| 3Y | +20.8% | -0.9% | +21.7% | +13.3% |
| 5Y | +76.2% | -23.4% | +99.5% | +93.6% |
| All | +76.2% | -23.7% | +99.9% | +93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling