+23.7%
ED vs XYL
-36.1%
+59.8%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | 0.0% |
| 7D | -0.9% | -5.9% | +5.0% | -0.5% |
| 30D | +11.2% | -7.3% | +18.5% | +11.4% |
| 3M | +11.8% | -22.5% | +34.3% | +11.7% |
| 6M | +14.1% | -14.4% | +28.5% | +14.8% |
| YTD | +23.0% | -29.4% | +52.3% | +21.4% |
| 1Y | +23.7% | -35.6% | +59.3% | +18.3% |
| All | +23.7% | -36.1% | +59.8% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling