+45.6%
XEL vs XYL
+15.7%
+29.9%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -0.3% | +1.2% | -1.5% | -0.4% |
| 30D | -3.9% | -11.9% | +8.0% | -2.7% |
| 3M | -2.8% | -1.5% | -1.3% | -2.7% |
| 6M | -5.4% | -11.9% | +6.5% | -4.3% |
| YTD | +3.8% | -20.6% | +24.3% | +5.6% |
| 1Y | +6.8% | -23.5% | +30.3% | +9.1% |
| 3Y | +45.6% | +14.9% | +30.7% | +32.8% |
| All | +45.6% | +15.7% | +29.9% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling