-0.8%
XYL vs ES
+53.3%
-54.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | 0.0% |
| 7D | -3.7% | +2.7% | -6.4% | -4.3% |
| 30D | -8.3% | +7.6% | -15.9% | -9.7% |
| 3M | -21.4% | +0.5% | -21.9% | -21.6% |
| 6M | -12.9% | +7.6% | -20.5% | -14.2% |
| YTD | -30.1% | +10.2% | -40.3% | -31.6% |
| 1Y | -35.2% | +1.8% | -37.0% | -35.7% |
| 3Y | -0.8% | +55.4% | -56.2% | -11.9% |
| All | -0.8% | +53.3% | -54.1% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling