-30.4%
ELAN vs XYL
-16.2%
-14.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.6% |
| 3M | -3.7% | -1.5% | -2.1% | -3.4% |
| 6M | -1.2% | -11.9% | +10.7% | +5.9% |
| YTD | +2.4% | -20.6% | +23.0% | +15.7% |
| 1Y | +23.4% | -23.5% | +46.9% | +42.6% |
| 3Y | +96.7% | +14.9% | +81.8% | +77.1% |
| All | -30.4% | -16.2% | -14.2% | -32.3% |
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