+130.4%
EXPE vs XYL
+100.1%
+30.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.2% |
| 7D | -4.2% | -6.0% | +1.8% | -0.5% |
| 30D | -4.5% | -8.3% | +3.8% | -0.1% |
| 3M | -19.7% | -22.6% | +2.9% | -7.2% |
| 6M | +18.3% | -15.0% | +33.3% | +28.7% |
| YTD | -7.3% | -30.2% | +22.9% | +12.7% |
| 1Y | -3.9% | -36.4% | +32.5% | +24.1% |
| 3Y | +123.0% | -0.9% | +123.9% | +112.8% |
| 5Y | +47.9% | -23.4% | +71.3% | +62.4% |
| All | +130.4% | +100.1% | +30.3% | +67.5% |
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