+341.3%
XYL vs ESI
+224.6%
+116.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -5.0% | -2.9% |
| 7D | -5.0% | +3.3% | -8.4% | -6.0% |
| 30D | -13.2% | -5.9% | -7.4% | -11.8% |
| 3M | -3.7% | -14.1% | +10.4% | -0.5% |
| 6M | -17.7% | +6.6% | -24.3% | -21.0% |
| YTD | -21.5% | +45.0% | -66.5% | -31.6% |
| 1Y | -24.5% | +41.5% | -66.0% | -34.0% |
| 3Y | +6.9% | +78.8% | -71.8% | -13.8% |
| 5Y | -18.1% | +70.9% | -89.0% | -34.0% |
| 10Y | +134.7% | +317.1% | -182.4% | +47.6% |
| All | +341.3% | +224.6% | +116.6% | +184.6% |
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