+523.2%
ETR vs XYL
+389.9%
+133.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +1.2% | -3.7% | +4.9% | +2.2% |
| 30D | +7.0% | -8.3% | +15.3% | +8.9% |
| 3M | +4.6% | -21.4% | +26.0% | +11.0% |
| 6M | +0.1% | -12.9% | +13.1% | +3.0% |
| YTD | +23.2% | -30.1% | +53.2% | +34.0% |
| 1Y | +20.6% | -35.2% | +55.7% | +34.0% |
| 3Y | +156.3% | -0.8% | +157.0% | +147.0% |
| 5Y | +159.6% | -23.2% | +182.9% | +165.4% |
| 10Y | +377.1% | +101.2% | +275.9% | +276.0% |
| All | +523.2% | +389.9% | +133.3% | +325.0% |
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