+39.9%
ELV vs XYL
-30.7%
+70.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.0% | 0.0% | +4.1% |
| 7D | +4.8% | +14.5% | -9.8% | +2.5% |
| 30D | +10.1% | -1.3% | +11.4% | +10.1% |
| 3M | +15.4% | -17.0% | +32.3% | +18.3% |
| 6M | +17.7% | -11.3% | +29.1% | +18.9% |
| YTD | +25.7% | -25.0% | +50.6% | +34.0% |
| 1Y | +39.9% | -31.5% | +71.4% | +58.0% |
| All | +39.9% | -30.7% | +70.6% | +58.0% |
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