-22.6%
XYL vs EFV
+93.2%
-115.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | -0.2% |
| 7D | -3.7% | +2.5% | -6.3% | -5.8% |
| 30D | -8.3% | +2.9% | -11.3% | -10.5% |
| 3M | -21.4% | -1.4% | -20.0% | -20.5% |
| 6M | -12.9% | +5.5% | -18.5% | -17.1% |
| YTD | -30.1% | +16.1% | -46.1% | -39.0% |
| 1Y | -35.2% | +20.3% | -55.4% | -45.2% |
| 3Y | -0.8% | +90.4% | -91.2% | -45.5% |
| All | -22.6% | +93.2% | -115.8% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling