+67.3%
ED vs XYL
-14.7%
+82.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.0% | +0.5% |
| 7D | +0.5% | +1.8% | -1.3% | +0.3% |
| 30D | +1.1% | -9.2% | +10.3% | +2.4% |
| 3M | +4.6% | -0.3% | +4.9% | +4.6% |
| 6M | -2.0% | -11.0% | +9.0% | -0.6% |
| YTD | +11.7% | -19.2% | +30.9% | +14.6% |
| 1Y | +15.7% | -21.2% | +36.9% | +19.0% |
| 3Y | +34.4% | +18.6% | +15.7% | +25.1% |
| 5Y | +67.3% | -14.3% | +81.6% | +54.6% |
| All | +67.3% | -14.7% | +82.0% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling