-2.8%
EXPE vs XYL
-36.2%
+33.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -0.5% | -3.7% | +3.2% | +1.0% |
| 30D | -6.1% | -8.3% | +2.2% | -3.7% |
| 3M | -21.3% | -21.4% | +0.1% | -14.4% |
| 6M | +19.0% | -12.9% | +31.9% | +24.9% |
| YTD | -8.4% | -30.1% | +21.6% | +1.5% |
| 1Y | -2.8% | -35.2% | +32.4% | +19.7% |
| All | -2.8% | -36.2% | +33.4% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling