-0.8%
XYL vs EFV
+91.8%
-92.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | -0.1% |
| 7D | -3.7% | +2.5% | -6.3% | -5.5% |
| 30D | -8.3% | +2.9% | -11.3% | -10.2% |
| 3M | -21.4% | -1.4% | -20.0% | -20.7% |
| 6M | -12.9% | +5.5% | -18.5% | -16.6% |
| YTD | -30.1% | +16.1% | -46.1% | -37.9% |
| 1Y | -35.2% | +20.3% | -55.4% | -44.0% |
| 3Y | -0.8% | +90.4% | -91.2% | -39.6% |
| All | -0.8% | +91.8% | -92.5% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling