+364.2%
ELF vs XYL
+129.6%
+234.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +2.0% |
| 7D | +7.8% | +2.1% | +5.8% | +6.6% |
| 30D | +9.3% | -3.4% | +12.6% | +9.7% |
| 3M | +21.2% | -17.2% | +38.4% | +31.6% |
| 6M | +96.1% | -12.0% | +108.2% | +105.3% |
| YTD | +57.0% | -26.3% | +83.3% | +80.3% |
| 1Y | +61.9% | -33.5% | +95.3% | +96.5% |
| 3Y | +20.0% | +6.4% | +13.6% | +15.2% |
| 5Y | +284.8% | -20.9% | +305.7% | +312.3% |
| 10Y | +364.2% | +120.8% | +243.4% | +249.5% |
| All | +364.2% | +129.6% | +234.6% | +249.5% |
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