-31.5%
XYL vs ESI
+27.8%
-59.4%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.6% | +9.6% | +5.3% |
| 7D | +14.5% | -6.6% | +21.1% | +15.1% |
| 30D | -1.3% | -10.9% | +9.6% | -0.2% |
| 3M | -17.0% | -13.8% | -3.2% | -15.7% |
| 6M | -11.3% | -21.5% | +10.2% | -9.1% |
| YTD | -25.0% | +34.7% | -59.6% | -33.9% |
| 1Y | -31.5% | +24.9% | -56.4% | -38.3% |
| All | -31.5% | +27.8% | -59.4% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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