+764.3%
ENTG vs XYL
+149.5%
+614.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.1% |
| 7D | +5.1% | -1.2% | +6.4% | +6.0% |
| 30D | -8.5% | -13.2% | +4.6% | +2.0% |
| 3M | +6.7% | -0.2% | +6.9% | +5.6% |
| 6M | +17.7% | -12.5% | +30.2% | +29.6% |
| YTD | +63.5% | -20.9% | +84.4% | +93.2% |
| 1Y | +73.6% | -21.6% | +95.1% | +108.0% |
| 3Y | +44.6% | +16.1% | +28.4% | +30.2% |
| 5Y | +16.1% | -15.6% | +31.7% | +29.5% |
| All | +764.3% | +149.5% | +614.7% | +358.5% |
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