+99.1%
XYL vs ES
+96.6%
+2.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.5% |
| 7D | -6.0% | -1.1% | -4.9% | -5.6% |
| 30D | -8.3% | +8.2% | -16.5% | -11.1% |
| 3M | -22.6% | +0.6% | -23.2% | -22.8% |
| 6M | -15.0% | +6.0% | -21.0% | -17.1% |
| YTD | -30.2% | +9.3% | -39.5% | -33.1% |
| 1Y | -36.4% | +1.1% | -37.5% | -37.4% |
| 3Y | -0.9% | +51.9% | -52.8% | -20.7% |
| 5Y | -23.4% | +6.5% | -29.8% | -27.8% |
| All | +99.1% | +96.6% | +2.4% | +75.9% |
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