+432.8%
XYL vs ES
+266.0%
+166.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.5% | -1.8% |
| 7D | -5.0% | +0.3% | -5.3% | -5.2% |
| 30D | -13.2% | -2.0% | -11.3% | -12.6% |
| 3M | -3.7% | +1.7% | -5.4% | -4.4% |
| 6M | -17.7% | -3.5% | -14.2% | -16.8% |
| YTD | -21.5% | +7.9% | -29.4% | -24.3% |
| 1Y | -24.5% | +17.2% | -41.7% | -30.0% |
| 3Y | +6.9% | +29.3% | -22.4% | -7.0% |
| 5Y | -18.1% | -5.7% | -12.3% | -18.9% |
| 10Y | +134.7% | +85.2% | +49.5% | +87.0% |
| All | +432.8% | +266.0% | +166.8% | +221.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling