+19.3%
ECL vs XYL
-36.2%
+55.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +2.9% | -3.7% | +6.6% | +3.9% |
| 30D | +7.5% | -8.3% | +15.8% | +8.9% |
| 3M | +12.2% | -21.4% | +33.7% | +20.1% |
| 6M | +24.6% | -12.9% | +37.5% | +28.8% |
| YTD | +18.8% | -30.1% | +48.8% | +25.9% |
| 1Y | +19.3% | -35.2% | +54.5% | +30.9% |
| All | +19.3% | -36.2% | +55.6% | +30.9% |
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