+632.7%
ET vs XYL
+449.8%
+183.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.1% |
| 7D | +0.9% | -5.0% | +5.9% | +3.0% |
| 30D | +7.5% | -13.2% | +20.7% | +13.8% |
| 3M | +11.4% | -3.7% | +15.1% | +12.5% |
| 6M | +18.5% | -17.7% | +36.2% | +27.2% |
| YTD | +37.4% | -21.5% | +58.9% | +49.6% |
| 1Y | +30.9% | -24.5% | +55.4% | +44.6% |
| 3Y | +98.7% | +6.9% | +91.8% | +83.2% |
| 5Y | +230.7% | -18.1% | +248.8% | +235.6% |
| 10Y | +175.6% | +134.7% | +40.9% | +58.8% |
| All | +632.7% | +449.8% | +183.0% | +217.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling