+594.3%
EXPE vs XYL
+394.7%
+199.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +3.4% |
| 7D | -17.8% | -5.9% | -11.9% | -14.8% |
| 30D | -3.2% | -7.3% | +4.1% | +0.4% |
| 3M | -19.0% | -22.5% | +3.5% | -7.4% |
| 6M | +17.7% | -14.4% | +32.1% | +26.9% |
| YTD | -7.8% | -29.4% | +21.6% | +9.9% |
| 1Y | -1.4% | -35.6% | +34.3% | +24.1% |
| 3Y | +121.9% | +0.3% | +121.7% | +113.1% |
| 5Y | +44.3% | -22.3% | +66.6% | +57.1% |
| 10Y | +125.4% | +103.2% | +22.2% | +49.4% |
| All | +594.3% | +394.7% | +199.6% | +230.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling