+147.8%
XEL vs XYL
+150.5%
-2.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -0.3% | +1.2% | -1.5% | -0.6% |
| 30D | -3.9% | -11.9% | +8.0% | -0.8% |
| 3M | -2.8% | -1.5% | -1.3% | -2.6% |
| 6M | -5.4% | -11.9% | +6.5% | -2.6% |
| YTD | +3.8% | -20.6% | +24.3% | +9.4% |
| 1Y | +6.8% | -23.5% | +30.3% | +13.6% |
| 3Y | +45.6% | +14.9% | +30.7% | +34.8% |
| 5Y | +30.7% | -15.3% | +46.0% | +30.4% |
| All | +147.8% | +150.5% | -2.7% | +93.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling