+19.2%
ETR vs XYL
-30.7%
+49.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.0% | -2.2% | +2.2% |
| 7D | +3.7% | +14.5% | -10.8% | +2.4% |
| 30D | +11.0% | -1.3% | +12.3% | +10.6% |
| 3M | +3.4% | -17.0% | +20.4% | +5.0% |
| 6M | -3.3% | -11.3% | +8.0% | -2.7% |
| YTD | +23.3% | -25.0% | +48.2% | +24.4% |
| 1Y | +19.2% | -31.5% | +50.7% | +24.7% |
| All | +19.2% | -30.7% | +49.9% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling