+266.5%
ED vs XYL
+416.3%
-149.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.4% |
| 7D | -0.1% | +2.1% | -2.1% | -0.5% |
| 30D | +11.6% | -3.4% | +14.9% | +12.0% |
| 3M | +10.5% | -17.2% | +27.7% | +14.0% |
| 6M | +13.2% | -12.0% | +25.3% | +15.3% |
| YTD | +22.1% | -26.3% | +48.4% | +28.1% |
| 1Y | +24.2% | -33.5% | +57.6% | +32.8% |
| 3Y | +46.9% | +6.4% | +40.5% | +40.8% |
| 5Y | +80.8% | -20.9% | +101.7% | +81.7% |
| 10Y | +134.3% | +120.8% | +13.4% | +94.1% |
| All | +266.5% | +416.3% | -149.8% | +177.5% |
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