+1.6%
ECL vs XYL
-21.6%
+23.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.7% |
| 7D | -2.7% | +0.8% | -3.6% | -3.1% |
| 30D | -4.3% | -10.8% | +6.6% | -0.3% |
| 3M | +3.2% | -2.5% | +5.8% | +4.3% |
| 6M | -2.9% | -12.2% | +9.3% | +0.2% |
| YTD | +4.3% | -20.1% | +24.3% | +8.0% |
| 1Y | +1.6% | -20.6% | +22.3% | +2.4% |
| All | +1.6% | -21.6% | +23.3% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling