+432.8%
XYL vs EL
+162.5%
+270.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -5.0% | -3.0% |
| 7D | -5.0% | +0.8% | -5.8% | -5.3% |
| 30D | -13.2% | +19.8% | -33.1% | -18.4% |
| 3M | -3.7% | +25.7% | -29.4% | -11.0% |
| 6M | -17.7% | +5.4% | -23.1% | -20.4% |
| YTD | -21.5% | +0.2% | -21.7% | -23.9% |
| 1Y | -24.5% | +20.4% | -44.9% | -31.8% |
| 3Y | +6.9% | -32.1% | +39.1% | +10.3% |
| 5Y | -18.1% | -67.2% | +49.1% | +11.7% |
| 10Y | +134.7% | +31.7% | +103.0% | +81.9% |
| All | +432.8% | +162.5% | +270.3% | +249.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling