+2.1%
XYL vs EL
+3.4%
-1.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.7% | -2.5% |
| 7D | +0.6% | +7.6% | -7.0% | -0.6% |
| 30D | -5.7% | +15.7% | -21.4% | -8.0% |
| 3M | -19.8% | +30.5% | -50.3% | -23.5% |
| 6M | -14.2% | +32.5% | -46.7% | -18.6% |
| YTD | -28.1% | +9.4% | -37.5% | -30.4% |
| 1Y | -35.0% | +28.4% | -63.3% | -38.9% |
| 3Y | +2.1% | +4.4% | -2.4% | -8.5% |
| All | +2.1% | +3.4% | -1.3% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling