+238.8%
EQX vs XYL
+79.0%
+159.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.6% |
| 7D | -3.2% | +1.2% | -4.4% | -3.4% |
| 30D | +7.8% | -11.9% | +19.7% | +10.5% |
| 3M | +21.3% | -1.5% | +22.9% | +21.4% |
| 6M | -22.4% | -11.9% | -10.5% | -20.6% |
| YTD | -11.3% | -20.6% | +9.3% | -7.9% |
| 1Y | +13.5% | -23.5% | +37.0% | +18.6% |
| 3Y | +162.1% | +14.9% | +147.3% | +152.0% |
| 5Y | +84.2% | -15.3% | +99.5% | +80.7% |
| All | +238.8% | +79.0% | +159.8% | +339.9% |
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