+110.7%
ED vs XYL
+140.7%
-30.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | -0.2% | +0.8% | -1.0% | -0.4% |
| 30D | +1.9% | -10.8% | +12.8% | +4.5% |
| 3M | +1.9% | -2.5% | +4.4% | +2.2% |
| 6M | -2.3% | -12.2% | +9.9% | +0.2% |
| YTD | +10.9% | -20.1% | +31.0% | +15.7% |
| 1Y | +14.5% | -20.6% | +35.2% | +19.5% |
| 3Y | +33.4% | +17.3% | +16.1% | +23.6% |
| 5Y | +67.3% | -14.5% | +81.8% | +66.1% |
| 10Y | +110.7% | +150.2% | -39.5% | +65.1% |
| All | +110.7% | +140.7% | -30.0% | +65.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling