+432.8%
XYL vs EXEL
+953.7%
-521.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -5.0% | +8.4% | -13.4% | -5.8% |
| 30D | -13.2% | +4.1% | -17.3% | -13.6% |
| 3M | -3.7% | +12.4% | -16.1% | -4.9% |
| 6M | -17.7% | +41.5% | -59.2% | -20.7% |
| YTD | -21.5% | +34.6% | -56.2% | -24.0% |
| 1Y | -24.5% | +57.9% | -82.4% | -28.2% |
| 3Y | +6.9% | +159.5% | -152.6% | -4.3% |
| 5Y | -18.1% | +198.5% | -216.6% | -28.2% |
| 10Y | +134.7% | +411.4% | -276.6% | +91.3% |
| All | +432.8% | +953.7% | -521.0% | +288.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling