+245.3%
ET vs XYL
-15.4%
+260.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | +0.6% | +0.8% | -0.2% | +0.5% |
| 30D | +5.3% | -10.8% | +16.1% | +7.8% |
| 3M | +15.6% | -2.5% | +18.2% | +15.9% |
| 6M | +20.6% | -12.2% | +32.8% | +23.4% |
| YTD | +38.5% | -20.1% | +58.6% | +44.4% |
| 1Y | +35.7% | -20.6% | +56.4% | +41.5% |
| 3Y | +98.4% | +17.3% | +81.0% | +85.1% |
| 5Y | +245.3% | -14.5% | +259.8% | +207.4% |
| All | +245.3% | -15.4% | +260.7% | +207.4% |
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