+141.9%
XYL vs ESI
+310.7%
-168.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | +0.6% |
| 7D | -1.2% | -2.3% | +1.1% | -0.5% |
| 30D | -13.2% | -9.0% | -4.1% | -10.3% |
| 3M | -0.2% | -13.3% | +13.1% | +3.5% |
| 6M | -12.5% | +5.3% | -17.8% | -17.0% |
| YTD | -20.9% | +37.6% | -58.5% | -33.1% |
| 1Y | -21.6% | +33.6% | -55.2% | -33.3% |
| 3Y | +16.1% | +75.8% | -59.6% | -13.6% |
| 5Y | -15.6% | +68.6% | -84.2% | -37.4% |
| All | +141.9% | +310.7% | -168.8% | +27.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling