+448.5%
XYL vs EFV
+236.0%
+212.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.6% | +3.5% |
| 7D | +1.8% | +1.0% | +0.8% | +0.9% |
| 30D | -9.2% | +0.2% | -9.4% | -9.4% |
| 3M | -0.3% | +9.6% | -9.9% | -8.0% |
| 6M | -11.0% | +14.0% | -25.0% | -20.8% |
| YTD | -19.2% | +18.5% | -37.7% | -30.5% |
| 1Y | -21.2% | +27.9% | -49.1% | -36.6% |
| 3Y | +18.6% | +92.4% | -73.8% | -33.5% |
| 5Y | -14.3% | +97.2% | -111.5% | -53.0% |
| 10Y | +141.0% | +163.0% | -22.0% | +4.5% |
| All | +448.5% | +236.0% | +212.5% | +110.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling