-28.7%
ETHA vs XYL
-19.4%
-9.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -1.9% | -1.1% |
| 7D | +2.7% | +1.8% | +0.9% | +1.3% |
| 30D | +29.4% | -9.2% | +38.6% | +38.8% |
| 3M | +47.2% | -0.3% | +47.4% | +44.2% |
| 6M | +25.4% | -11.0% | +36.3% | +34.8% |
| YTD | -16.5% | -19.2% | +2.7% | -2.6% |
| 1Y | -42.3% | -21.2% | -21.1% | -30.5% |
| All | -28.7% | -19.4% | -9.2% | -15.6% |
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 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