-21.2%
XYL vs ES
+17.8%
-39.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.3% | +2.9% |
| 7D | +1.8% | +1.4% | +0.4% | +1.6% |
| 30D | -9.2% | -1.2% | -8.1% | -9.1% |
| 3M | -0.3% | +5.0% | -5.3% | -0.5% |
| 6M | -11.0% | -2.8% | -8.1% | -11.1% |
| YTD | -19.2% | +8.6% | -27.8% | -19.6% |
| 1Y | -21.2% | +18.9% | -40.1% | -23.5% |
| All | -21.2% | +17.8% | -39.0% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling