+176.1%
ET vs XYL
+149.5%
+26.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.6% |
| 7D | +1.4% | -1.2% | +2.6% | +1.8% |
| 30D | +4.6% | -13.2% | +17.7% | +10.1% |
| 3M | +16.0% | -0.2% | +16.2% | +15.5% |
| 6M | +22.8% | -12.5% | +35.3% | +27.9% |
| YTD | +38.9% | -20.9% | +59.7% | +49.7% |
| 1Y | +34.1% | -21.6% | +55.6% | +44.6% |
| 3Y | +98.8% | +16.1% | +82.7% | +77.5% |
| 5Y | +246.8% | -15.6% | +262.4% | +248.7% |
| All | +176.1% | +149.5% | +26.5% | +60.9% |
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 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