+272.1%
ELV vs XYL
+150.5%
+121.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +5.7% |
| 7D | +2.8% | +1.2% | +1.6% | +2.2% |
| 30D | +4.9% | -11.9% | +16.8% | +9.9% |
| 3M | +4.9% | -1.5% | +6.4% | +4.8% |
| 6M | +45.1% | -11.9% | +57.0% | +50.8% |
| YTD | +20.7% | -20.6% | +41.3% | +30.4% |
| 1Y | +35.0% | -23.5% | +58.5% | +48.1% |
| 3Y | -2.4% | +14.9% | -17.3% | -12.5% |
| 5Y | +25.5% | -15.3% | +40.8% | +26.3% |
| All | +272.1% | +150.5% | +121.6% | +124.0% |
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 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