-24.5%
XYL vs EL
+14.8%
-39.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -5.0% | -2.4% |
| 7D | -5.0% | +0.8% | -5.8% | -5.2% |
| 30D | -13.2% | +19.8% | -33.1% | -15.4% |
| 3M | -3.7% | +25.7% | -29.4% | -6.7% |
| 6M | -17.7% | +5.4% | -23.1% | -19.5% |
| YTD | -21.5% | +0.2% | -21.7% | -23.4% |
| 1Y | -24.5% | +20.4% | -44.9% | -27.5% |
| All | -24.5% | +14.8% | -39.3% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling