-36.6%
EFX vs XYL
-15.4%
-21.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.4% |
| 7D | -9.4% | +0.8% | -10.2% | -9.8% |
| 30D | -6.9% | -10.8% | +4.0% | -0.6% |
| 3M | +0.1% | -2.5% | +2.7% | +1.5% |
| 6M | -17.3% | -12.2% | -5.1% | -11.5% |
| YTD | -21.8% | -20.1% | -1.8% | -11.9% |
| 1Y | -32.5% | -20.6% | -11.9% | -23.9% |
| 3Y | -12.3% | +17.3% | -29.7% | -24.6% |
| 5Y | -36.6% | -14.5% | -22.1% | -34.2% |
| All | -36.6% | -15.4% | -21.2% | -34.2% |
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