-16.1%
BA vs XYL
-0.6%
-15.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.2% |
| 7D | -0.6% | -6.0% | +5.5% | +2.3% |
| 30D | -8.0% | -8.3% | +0.3% | -4.3% |
| 3M | -25.8% | -22.6% | -3.2% | -16.8% |
| 6M | -27.6% | -15.0% | -12.5% | -22.3% |
| YTD | -21.0% | -30.2% | +9.2% | -8.3% |
| 1Y | -12.3% | -36.4% | +24.1% | +6.4% |
| All | -16.1% | -0.6% | -15.5% | -15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling