+406.7%
XEL vs XYL
+466.0%
-59.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.4% | +0.9% |
| 7D | +1.3% | +1.8% | -0.5% | +0.9% |
| 30D | -1.5% | -9.2% | +7.7% | +0.6% |
| 3M | -0.2% | -0.3% | +0.1% | -0.4% |
| 6M | -5.4% | -11.0% | +5.5% | -3.2% |
| YTD | +5.6% | -19.2% | +24.9% | +10.2% |
| 1Y | +10.5% | -21.2% | +31.7% | +15.7% |
| 3Y | +49.2% | +18.6% | +30.6% | +39.3% |
| 5Y | +30.1% | -14.3% | +44.4% | +29.4% |
| 10Y | +146.7% | +141.0% | +5.7% | +94.0% |
| All | +406.7% | +466.0% | -59.3% | +252.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling