-29.3%
ETHA vs XYL
-21.1%
-8.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.7% |
| 7D | -2.4% | -1.2% | -1.2% | -1.5% |
| 30D | +30.9% | -13.2% | +44.1% | +45.3% |
| 3M | +51.1% | -0.2% | +51.3% | +47.7% |
| 6M | +20.5% | -12.5% | +33.0% | +31.2% |
| YTD | -17.3% | -20.9% | +3.6% | -1.9% |
| 1Y | -43.2% | -21.6% | -21.7% | -31.5% |
| All | -29.3% | -21.1% | -8.2% | -15.0% |
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