+232.1%
ED vs XYL
+449.8%
-217.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.0% |
| 7D | -0.2% | -5.0% | +4.9% | +0.8% |
| 30D | -0.1% | -13.2% | +13.1% | +2.5% |
| 3M | +3.9% | -3.7% | +7.6% | +4.5% |
| 6M | -3.0% | -17.7% | +14.7% | +0.2% |
| YTD | +10.7% | -21.5% | +32.2% | +15.1% |
| 1Y | +13.3% | -24.5% | +37.8% | +18.6% |
| 3Y | +34.5% | +6.9% | +27.6% | +29.3% |
| 5Y | +67.1% | -18.1% | +85.2% | +67.3% |
| 10Y | +103.0% | +134.7% | -31.7% | +66.8% |
| All | +232.1% | +449.8% | -217.6% | +149.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling