-27.0%
ETHA vs XYL
-20.8%
-6.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +2.9% |
| 7D | +3.5% | +1.2% | +2.3% | +2.5% |
| 30D | +35.3% | -11.9% | +47.3% | +48.6% |
| 3M | +50.9% | -1.5% | +52.4% | +49.3% |
| 6M | +22.1% | -11.9% | +34.0% | +32.2% |
| YTD | -14.6% | -20.6% | +6.0% | +1.0% |
| 1Y | -42.8% | -23.5% | -19.3% | -29.3% |
| All | -27.0% | -20.8% | -6.2% | -12.5% |
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 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