-22.3%
XYL vs ESI
+44.9%
-67.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.0% | -5.8% | -3.1% |
| 7D | -5.9% | +1.8% | -7.7% | -6.6% |
| 30D | -7.3% | -6.6% | -0.7% | -6.1% |
| 3M | -22.5% | -9.4% | -13.1% | -21.0% |
| 6M | -14.4% | -24.1% | +9.7% | -8.0% |
| YTD | -29.4% | +37.1% | -66.5% | -42.7% |
| 1Y | -35.6% | +24.5% | -60.2% | -45.5% |
| 3Y | +0.3% | +83.2% | -82.9% | -32.5% |
| 5Y | -22.3% | +44.0% | -66.3% | -42.1% |
| All | -22.3% | +44.9% | -67.2% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling