+23.4%
ELAN vs XYL
-21.4%
+44.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.1% |
| 7D | -5.4% | +1.2% | -6.6% | -6.1% |
| 30D | +4.7% | -11.9% | +16.6% | +12.3% |
| 3M | -3.7% | -1.5% | -2.1% | -4.3% |
| 6M | -1.2% | -11.9% | +10.7% | +4.1% |
| YTD | +2.4% | -20.6% | +23.0% | +10.1% |
| 1Y | +23.4% | -23.5% | +46.9% | +33.2% |
| All | +23.4% | -21.4% | +44.8% | +33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling