+51.5%
ENTG vs XYL
+16.4%
+35.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +2.4% |
| 7D | +8.9% | +0.8% | +8.1% | +7.8% |
| 30D | -0.8% | -10.8% | +10.0% | +10.3% |
| 3M | +6.6% | -2.5% | +9.1% | +6.8% |
| 6M | +22.1% | -12.2% | +34.3% | +36.0% |
| YTD | +70.2% | -20.1% | +90.2% | +105.2% |
| 1Y | +76.7% | -20.6% | +97.4% | +117.0% |
| All | +51.5% | +16.4% | +35.0% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling