+393.1%
XYL vs ES
+264.0%
+129.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.1% |
| 7D | +5.9% | +1.9% | +4.0% | +5.2% |
| 30D | -3.9% | +7.1% | -11.0% | -6.3% |
| 3M | -18.7% | -1.9% | -16.7% | -18.1% |
| 6M | -16.9% | +4.4% | -21.2% | -18.3% |
| YTD | -27.4% | +7.3% | -34.7% | -29.7% |
| 1Y | -34.0% | +2.1% | -36.2% | -35.3% |
| 3Y | +5.6% | +41.8% | -36.3% | -11.5% |
| 5Y | -20.6% | +1.4% | -22.0% | -23.5% |
| 10Y | +133.4% | +86.8% | +46.6% | +85.5% |
| All | +393.1% | +264.0% | +129.2% | +198.4% |
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