-35.6%
ELAN vs XYL
+44.5%
-80.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.0% |
| YTD | +2.4% | -20.6% | +23.0% | +15.9% |
| 1Y | +23.4% | -23.5% | +46.9% | +42.8% |
| 3Y | +96.7% | +14.9% | +81.8% | +77.4% |
| 5Y | -30.6% | -15.3% | -15.3% | -26.9% |
| All | -35.6% | +44.5% | -80.1% | -55.1% |
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