-0.9%
XYL vs EXEL
+234.5%
-235.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | -6.0% | +1.6% | -7.7% | -6.2% |
| 30D | -8.3% | +17.4% | -25.7% | -9.7% |
| 3M | -22.6% | +38.6% | -61.2% | -25.1% |
| 6M | -15.0% | +41.2% | -56.3% | -18.1% |
| YTD | -30.2% | +59.3% | -89.5% | -33.7% |
| 1Y | -36.4% | +60.2% | -96.6% | -39.7% |
| All | -0.9% | +234.5% | -235.4% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling