+85.5%
ETN vs XYL
+15.7%
+69.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.7% |
| 7D | +3.5% | +1.2% | +2.3% | +2.8% |
| 30D | -7.5% | -11.9% | +4.4% | +0.2% |
| 3M | +8.3% | -1.5% | +9.9% | +8.0% |
| 6M | +20.2% | -11.9% | +32.1% | +28.9% |
| YTD | +34.7% | -20.6% | +55.2% | +53.1% |
| 1Y | +19.4% | -23.5% | +43.0% | +39.8% |
| 3Y | +85.5% | +14.9% | +70.7% | +53.7% |
| All | +85.5% | +15.7% | +69.8% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling