+522.0%
EFX vs XYL
+449.8%
+72.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.0% | -4.3% | -5.4% |
| 7D | -8.6% | -5.0% | -3.6% | -6.4% |
| 30D | +0.1% | -13.2% | +13.3% | +6.9% |
| 3M | +3.8% | -3.7% | +7.6% | +5.7% |
| 6M | -13.5% | -17.7% | +4.2% | -5.8% |
| YTD | -17.7% | -21.5% | +3.9% | -8.6% |
| 1Y | -25.6% | -24.5% | -1.1% | -16.0% |
| 3Y | -12.1% | +6.9% | -19.0% | -16.2% |
| 5Y | -33.8% | -18.1% | -15.7% | -30.4% |
| 10Y | +45.1% | +134.7% | -89.6% | -0.2% |
| All | +522.0% | +449.8% | +72.2% | +227.1% |
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