+293.6%
ELF vs XYL
+135.8%
+157.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.0% | -7.8% | -6.4% |
| 7D | -1.2% | +1.8% | -3.0% | -2.2% |
| 30D | +5.9% | -9.2% | +15.1% | +11.3% |
| 3M | +99.5% | -0.3% | +99.8% | +98.5% |
| 6M | +26.5% | -11.0% | +37.5% | +33.9% |
| YTD | +37.2% | -19.2% | +56.4% | +52.5% |
| 1Y | -24.4% | -21.2% | -3.2% | -14.7% |
| 3Y | -23.3% | +18.6% | -41.9% | -29.5% |
| 5Y | +245.2% | -14.3% | +259.5% | +258.9% |
| All | +293.6% | +135.8% | +157.9% | +211.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling