+58.6%
ELF vs XYL
-36.2%
+94.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.8% | +3.9% |
| 7D | +1.6% | -3.7% | +5.3% | +2.9% |
| 30D | +9.1% | -8.3% | +17.4% | +11.3% |
| 3M | +28.2% | -21.4% | +49.6% | +42.7% |
| 6M | +119.5% | -12.9% | +132.5% | +124.6% |
| YTD | +55.2% | -30.1% | +85.2% | +79.7% |
| 1Y | +58.6% | -35.2% | +93.7% | +100.8% |
| All | +58.6% | -36.2% | +94.8% | +100.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling