+141.9%
XYL vs EXEL
+386.3%
-244.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | -1.2% | -2.9% | +1.6% | -0.8% |
| 30D | -13.2% | +11.9% | -25.1% | -14.6% |
| 3M | -0.2% | +9.2% | -9.4% | -1.6% |
| 6M | -12.5% | +39.1% | -51.6% | -17.0% |
| YTD | -20.9% | +31.0% | -51.9% | -24.4% |
| 1Y | -21.6% | +52.3% | -73.9% | -26.8% |
| 3Y | +16.1% | +159.7% | -143.6% | -2.1% |
| 5Y | -15.6% | +187.7% | -203.3% | -30.8% |
| All | +141.9% | +386.3% | -244.4% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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