+31.8%
BA vs XYL
+129.0%
-97.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +2.1% |
| 7D | +1.1% | +5.9% | -4.8% | -3.0% |
| 30D | -7.9% | -3.9% | -4.0% | -5.9% |
| 3M | -25.3% | -18.7% | -6.6% | -14.6% |
| 6M | -24.6% | -16.9% | -7.7% | -15.5% |
| YTD | -20.1% | -27.4% | +7.2% | -2.7% |
| 1Y | -11.8% | -34.0% | +22.3% | +15.1% |
| 3Y | -10.1% | +5.6% | -15.7% | -20.2% |
| 5Y | -22.7% | -20.6% | -2.2% | -17.0% |
| All | +31.8% | +129.0% | -97.2% | -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 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