+155.6%
ECL vs XYL
+140.7%
+14.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.5% |
| 7D | -2.7% | +0.8% | -3.6% | -3.2% |
| 30D | -4.3% | -10.8% | +6.6% | +1.7% |
| 3M | +3.2% | -2.5% | +5.8% | +4.4% |
| 6M | -2.9% | -12.2% | +9.3% | +3.7% |
| YTD | +4.3% | -20.1% | +24.3% | +16.3% |
| 1Y | +1.6% | -20.6% | +22.3% | +13.6% |
| 3Y | +54.3% | +17.3% | +36.9% | +34.3% |
| 5Y | +26.5% | -14.5% | +41.0% | +28.7% |
| 10Y | +155.6% | +150.2% | +5.4% | +51.3% |
| All | +155.6% | +140.7% | +14.9% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 10y: compounded portfolio wealth divided by compounded XYL 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…
10y analysis · Full analysis span regression · 6 months rolling