+99.4%
XYL vs EL
+62.2%
+37.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.2% |
| 7D | -3.7% | +1.5% | -5.3% | -4.2% |
| 30D | -8.3% | +10.0% | -18.3% | -11.1% |
| 3M | -21.4% | +28.4% | -49.8% | -27.7% |
| 6M | -12.9% | +37.1% | -50.0% | -22.0% |
| YTD | -30.1% | +7.8% | -37.9% | -33.8% |
| 1Y | -35.2% | +26.0% | -61.2% | -41.9% |
| 3Y | -0.8% | +3.8% | -4.6% | -12.4% |
| 5Y | -23.2% | -65.2% | +42.0% | +6.3% |
| All | +99.4% | +62.2% | +37.2% | +61.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling