+671.5%
ELV vs XYL
+449.8%
+221.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.3% | -1.1% |
| 7D | +3.3% | -5.0% | +8.4% | +5.1% |
| 30D | +4.2% | -13.2% | +17.4% | +9.2% |
| 3M | -0.1% | -3.7% | +3.6% | +0.7% |
| 6M | +41.3% | -17.7% | +58.9% | +49.9% |
| YTD | +17.4% | -21.5% | +39.0% | +26.6% |
| 1Y | +35.1% | -24.5% | +59.6% | +47.5% |
| 3Y | -3.2% | +6.9% | -10.2% | -9.3% |
| 5Y | +15.6% | -18.1% | +33.7% | +17.4% |
| 10Y | +276.8% | +134.7% | +142.1% | +157.5% |
| All | +671.5% | +449.8% | +221.7% | +328.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling