+286.6%
ELF vs XYL
+100.1%
+186.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.0% | -3.6% |
| 7D | +3.4% | -6.0% | +9.4% | +6.5% |
| 30D | +5.0% | -8.3% | +13.3% | +8.2% |
| 3M | +22.6% | -22.6% | +45.2% | +37.8% |
| 6M | +104.0% | -15.0% | +119.0% | +116.9% |
| YTD | +49.3% | -30.2% | +79.5% | +76.3% |
| 1Y | +46.0% | -36.4% | +82.4% | +81.3% |
| 3Y | +19.4% | -0.9% | +20.3% | +18.8% |
| 5Y | +262.0% | -23.4% | +285.4% | +294.6% |
| All | +286.6% | +100.1% | +186.5% | +194.4% |
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