+4.8%
EFX vs XYL
-0.5%
+5.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.6% |
| 7D | -0.8% | -3.7% | +3.0% | +1.1% |
| 30D | +25.1% | -8.3% | +33.4% | +29.5% |
| 3M | +1.7% | -21.4% | +23.1% | +14.0% |
| 6M | +18.4% | -12.9% | +31.3% | +25.9% |
| YTD | -12.5% | -30.1% | +17.6% | +3.5% |
| 1Y | -8.1% | -35.2% | +27.1% | +13.7% |
| 3Y | +4.8% | -0.8% | +5.6% | -10.7% |
| All | +4.8% | -0.5% | +5.3% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling