+22.2%
ELV vs XYL
-16.2%
+38.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +3.2% | +1.2% | +2.0% | +2.9% |
| 30D | +5.4% | -11.9% | +17.3% | +8.2% |
| 3M | +5.4% | -1.5% | +6.9% | +5.2% |
| 6M | +45.7% | -11.9% | +57.6% | +49.0% |
| YTD | +21.2% | -20.6% | +41.8% | +27.0% |
| 1Y | +35.6% | -23.5% | +59.1% | +43.3% |
| 3Y | -2.0% | +14.9% | -16.9% | -8.0% |
| All | +22.2% | -16.2% | +38.4% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling