+18.6%
XYL vs ESI
+82.9%
-64.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.8% |
| 7D | +1.8% | +5.4% | -3.6% | +0.2% |
| 30D | -9.2% | -4.2% | -5.0% | -8.2% |
| 3M | -0.3% | -9.6% | +9.3% | +1.5% |
| 6M | -11.0% | +18.3% | -29.3% | -18.8% |
| YTD | -19.2% | +45.8% | -65.0% | -32.9% |
| 1Y | -21.2% | +39.2% | -60.4% | -33.6% |
| 3Y | +18.6% | +86.3% | -67.7% | -14.4% |
| All | +18.6% | +82.9% | -64.3% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling