+34.1%
ET vs XYL
-21.7%
+55.7%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | +1.4% | -1.2% | +2.6% | +1.3% |
| 30D | +4.6% | -13.2% | +17.7% | +4.0% |
| 3M | +16.0% | -0.2% | +16.2% | +16.5% |
| 6M | +22.8% | -12.5% | +35.3% | +22.3% |
| YTD | +38.9% | -20.9% | +59.7% | +37.5% |
| 1Y | +34.1% | -21.6% | +55.6% | +32.6% |
| All | +34.1% | -21.7% | +55.7% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling