+696.5%
EXPE vs XYL
+449.8%
+246.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.4% | -0.5% |
| 7D | -9.5% | -5.0% | -4.5% | -6.8% |
| 30D | -6.6% | -13.2% | +6.6% | +1.2% |
| 3M | +31.4% | -3.7% | +35.1% | +34.0% |
| 6M | +35.2% | -17.7% | +52.9% | +49.6% |
| YTD | +5.8% | -21.5% | +27.3% | +20.1% |
| 1Y | +38.7% | -24.5% | +63.2% | +61.0% |
| 3Y | +175.8% | +6.9% | +168.8% | +158.1% |
| 5Y | +111.8% | -18.1% | +129.9% | +125.4% |
| 10Y | +179.7% | +134.7% | +45.0% | +73.2% |
| All | +696.5% | +449.8% | +246.8% | +261.3% |
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