+120.8%
XYL vs ES
+82.6%
+38.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +2.1% | -0.1% | +2.1% | +2.1% |
| 30D | -3.4% | +5.7% | -9.1% | -5.4% |
| 3M | -17.2% | -2.8% | -14.4% | -16.3% |
| 6M | -12.0% | +7.0% | -19.0% | -14.5% |
| YTD | -26.3% | +6.8% | -33.1% | -28.7% |
| 1Y | -33.5% | -0.5% | -33.0% | -34.2% |
| 3Y | +6.4% | +47.2% | -40.8% | -13.7% |
| 5Y | -20.9% | +2.3% | -23.2% | -24.1% |
| 10Y | +120.8% | +85.6% | +35.2% | +102.2% |
| All | +120.8% | +82.6% | +38.2% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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