+23.4%
BA vs XYL
+100.1%
-76.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -0.9% |
| 7D | -0.6% | -6.0% | +5.5% | +3.7% |
| 30D | -8.0% | -8.3% | +0.3% | -3.0% |
| 3M | -25.8% | -22.6% | -3.2% | -12.2% |
| 6M | -27.6% | -15.0% | -12.5% | -20.1% |
| YTD | -21.0% | -30.2% | +9.2% | -1.1% |
| 1Y | -12.3% | -36.4% | +24.1% | +17.3% |
| 3Y | -12.8% | -0.9% | -11.9% | -19.1% |
| 5Y | -22.4% | -23.4% | +1.0% | -14.5% |
| All | +23.4% | +100.1% | -76.7% | -28.1% |
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