+14.2%
ELF vs XYL
+5.2%
+9.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +7.9% | +7.0% |
| 7D | +4.0% | +5.9% | -1.9% | +0.3% |
| 30D | +10.6% | -3.9% | +14.5% | +11.2% |
| 3M | +25.8% | -18.7% | +44.5% | +41.5% |
| 6M | +89.1% | -16.9% | +105.9% | +107.7% |
| YTD | +52.7% | -27.4% | +80.1% | +84.8% |
| 1Y | +51.7% | -34.0% | +85.8% | +98.2% |
| 3Y | +14.2% | +5.6% | +8.6% | +10.2% |
| All | +14.2% | +5.2% | +9.0% | +10.2% |
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