+374.7%
XYL vs EXEL
+1,132.1%
-757.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | -3.7% | -0.8% | -2.9% | -3.7% |
| 30D | -8.3% | +13.1% | -21.5% | -9.5% |
| 3M | -21.4% | +36.3% | -57.8% | -23.9% |
| 6M | -12.9% | +34.5% | -47.5% | -15.6% |
| YTD | -30.1% | +57.4% | -87.5% | -33.4% |
| 1Y | -35.2% | +62.9% | -98.1% | -38.5% |
| 3Y | -0.8% | +229.5% | -230.3% | -13.2% |
| 5Y | -23.2% | +281.2% | -304.5% | -34.2% |
| 10Y | +101.2% | +320.7% | -219.5% | +65.4% |
| All | +374.7% | +1,132.1% | -757.4% | +240.7% |
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