+28.1%
BA vs XYL
+129.6%
-101.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -1.6% |
| 7D | -1.7% | +2.1% | -3.8% | -3.2% |
| 30D | -9.5% | -3.4% | -6.1% | -7.8% |
| 3M | -26.5% | -17.2% | -9.3% | -16.9% |
| 6M | -27.4% | -12.0% | -15.3% | -21.7% |
| YTD | -20.6% | -26.3% | +5.7% | -4.2% |
| 1Y | -11.4% | -33.5% | +22.1% | +14.9% |
| 3Y | -10.8% | +6.4% | -17.2% | -21.2% |
| 5Y | -21.9% | -20.9% | -1.0% | -15.5% |
| 10Y | +28.1% | +120.8% | -92.7% | -26.9% |
| All | +28.1% | +129.6% | -101.4% | -26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling