+121.4%
ETR vs XYL
-16.2%
+137.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -1.8% | +1.2% | -3.0% | -2.1% |
| 30D | -1.8% | -11.9% | +10.2% | +1.0% |
| 3M | -3.6% | -1.5% | -2.0% | -3.4% |
| 6M | +2.6% | -11.9% | +14.5% | +5.1% |
| YTD | +16.0% | -20.6% | +36.6% | +21.4% |
| 1Y | +20.1% | -23.5% | +43.6% | +26.8% |
| 3Y | +143.6% | +14.9% | +128.7% | +125.0% |
| All | +121.4% | -16.2% | +137.6% | +97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling