+1,324.2%
ETN vs XYL
+459.9%
+864.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.6% | -0.9% |
| 7D | +6.2% | +0.8% | +5.4% | +5.6% |
| 30D | -6.7% | -10.8% | +4.2% | +0.6% |
| 3M | +3.6% | -2.5% | +6.2% | +4.7% |
| 6M | +18.3% | -12.2% | +30.5% | +27.9% |
| YTD | +31.5% | -20.1% | +51.5% | +50.0% |
| 1Y | +20.6% | -20.6% | +41.2% | +38.3% |
| 3Y | +82.5% | +17.3% | +65.2% | +59.7% |
| 5Y | +177.8% | -14.5% | +192.3% | +192.3% |
| 10Y | +705.0% | +150.2% | +554.8% | +321.0% |
| All | +1,324.2% | +459.9% | +864.3% | +379.1% |
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