+99.1%
XYL vs EL
+60.4%
+38.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.7% |
| 7D | -6.0% | +2.7% | -8.7% | -6.8% |
| 30D | -8.3% | +10.8% | -19.1% | -11.3% |
| 3M | -22.6% | +26.5% | -49.1% | -28.5% |
| 6M | -15.0% | +31.1% | -46.2% | -22.8% |
| YTD | -30.2% | +6.6% | -36.8% | -33.7% |
| 1Y | -36.4% | +21.8% | -58.2% | -42.3% |
| 3Y | -0.9% | +1.8% | -2.6% | -11.9% |
| 5Y | -23.4% | -65.6% | +42.2% | +6.5% |
| All | +99.1% | +60.4% | +38.7% | +61.4% |
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