+590.9%
ECL vs XYL
+394.7%
+196.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.5% |
| 7D | -2.3% | -5.9% | +3.6% | +0.6% |
| 30D | +8.3% | -7.3% | +15.6% | +11.2% |
| 3M | +8.4% | -22.5% | +30.9% | +21.4% |
| 6M | +23.3% | -14.4% | +37.7% | +31.1% |
| YTD | +18.2% | -29.4% | +47.6% | +37.2% |
| 1Y | +18.8% | -35.6% | +54.4% | +44.3% |
| 3Y | +78.5% | +0.3% | +78.2% | +69.7% |
| 5Y | +40.1% | -22.3% | +62.4% | +48.2% |
| 10Y | +196.5% | +103.2% | +93.3% | +98.7% |
| All | +590.9% | +394.7% | +196.2% | +246.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling