+88.3%
EXPE vs XYL
-15.4%
+103.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.1% |
| 7D | -11.5% | +0.8% | -12.4% | -12.1% |
| 30D | -13.1% | -10.8% | -2.2% | -7.0% |
| 3M | +18.1% | -2.5% | +20.7% | +19.5% |
| 6M | +13.3% | -12.2% | +25.4% | +21.3% |
| YTD | -3.2% | -20.1% | +16.8% | +9.4% |
| 1Y | +26.1% | -20.6% | +46.8% | +43.4% |
| 3Y | +151.7% | +17.3% | +134.4% | +115.8% |
| 5Y | +88.3% | -14.5% | +102.8% | +78.9% |
| All | +88.3% | -15.4% | +103.8% | +78.9% |
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