+297.1%
XYL vs ESI
+207.0%
+90.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.0% | -5.8% | -2.9% |
| 7D | -5.9% | +1.8% | -7.7% | -6.5% |
| 30D | -7.3% | -6.6% | -0.7% | -6.3% |
| 3M | -22.5% | -9.4% | -13.1% | -21.3% |
| 6M | -14.4% | -24.1% | +9.7% | -9.5% |
| YTD | -29.4% | +37.1% | -66.5% | -38.2% |
| 1Y | -35.6% | +24.5% | -60.2% | -42.1% |
| 3Y | +0.3% | +83.2% | -82.9% | -20.6% |
| 5Y | -22.3% | +44.0% | -66.3% | -35.1% |
| 10Y | +103.2% | +332.8% | -229.6% | +27.0% |
| All | +297.1% | +207.0% | +90.1% | +157.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling