+21.8%
ENTG vs XYL
-15.4%
+37.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +2.3% |
| 7D | +8.9% | +0.8% | +8.1% | +7.9% |
| 30D | -0.8% | -10.8% | +10.0% | +9.7% |
| 3M | +6.6% | -2.5% | +9.1% | +7.3% |
| 6M | +22.1% | -12.2% | +34.3% | +35.4% |
| YTD | +70.2% | -20.1% | +90.2% | +103.5% |
| 1Y | +76.7% | -20.6% | +97.4% | +114.5% |
| 3Y | +50.5% | +17.3% | +33.1% | +29.7% |
| 5Y | +21.8% | -14.5% | +36.3% | +28.5% |
| All | +21.8% | -15.4% | +37.2% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling