+72.3%
BA vs XYL
+141.5%
-69.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -2.8% |
| 7D | +2.5% | +1.8% | +0.7% | +1.1% |
| 30D | -10.1% | -9.2% | -0.9% | -4.1% |
| 3M | -2.4% | -0.3% | -2.1% | -2.8% |
| 6M | -8.8% | -11.0% | +2.1% | -2.0% |
| YTD | -2.9% | -19.2% | +16.3% | +10.6% |
| 1Y | -8.8% | -21.2% | +12.5% | +5.4% |
| 3Y | -0.3% | +18.6% | -18.9% | -18.0% |
| 5Y | -0.3% | -14.3% | +14.0% | +2.4% |
| 10Y | +72.3% | +141.0% | -68.7% | -9.5% |
| All | +72.3% | +141.5% | -69.2% | -9.5% |
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 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