+144.5%
ETR vs XYL
+15.2%
+129.3%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | -1.9% | -1.2% | -0.7% | -1.7% |
| 30D | -0.2% | -13.2% | +13.0% | +1.7% |
| 3M | -3.7% | -0.2% | -3.6% | -3.8% |
| 6M | +2.1% | -12.5% | +14.6% | +3.7% |
| YTD | +16.5% | -20.9% | +37.3% | +19.6% |
| 1Y | +22.5% | -21.6% | +44.1% | +26.0% |
| All | +144.5% | +15.2% | +129.3% | +119.6% |
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 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