+16.7%
ELF vs XYL
-0.6%
+17.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.0% | -3.5% |
| 7D | +3.4% | -6.0% | +9.4% | +7.0% |
| 30D | +5.0% | -8.3% | +13.3% | +8.5% |
| 3M | +22.6% | -22.6% | +45.2% | +42.2% |
| 6M | +104.0% | -15.0% | +119.0% | +118.4% |
| YTD | +49.3% | -30.2% | +79.5% | +85.1% |
| 1Y | +46.0% | -36.4% | +82.4% | +95.2% |
| All | +16.7% | -0.6% | +17.3% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling