-17.7%
XYL vs EL
+4.8%
-22.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -5.0% | -2.6% |
| 7D | -5.0% | +0.8% | -5.8% | -5.2% |
| 30D | -13.2% | +19.8% | -33.1% | -16.1% |
| 3M | -3.7% | +25.7% | -29.4% | -7.7% |
| 6M | -17.7% | +5.4% | -23.1% | -19.4% |
| All | -17.7% | +4.8% | -22.5% | -19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling