+142.8%
XYL vs EL
+26.1%
+116.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +1.2% | -6.5% | +7.7% | +3.2% |
| 30D | -11.9% | +11.1% | -23.1% | -15.1% |
| 3M | -1.5% | +10.7% | -12.3% | -5.2% |
| 6M | -11.9% | +6.9% | -18.8% | -15.1% |
| YTD | -20.6% | -6.3% | -14.3% | -21.4% |
| 1Y | -23.5% | +13.5% | -37.0% | -29.5% |
| 3Y | +14.9% | -33.1% | +47.9% | +18.8% |
| 5Y | -15.3% | -68.8% | +53.5% | +20.2% |
| All | +142.8% | +26.1% | +116.7% | +118.1% |
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