-0.9%
BA vs XYL
-17.7%
+16.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.9% | +1.8% |
| 7D | +1.2% | -5.0% | +6.2% | +3.8% |
| 30D | -11.6% | -13.2% | +1.6% | -5.2% |
| 3M | -2.4% | -3.7% | +1.3% | -0.8% |
| 6M | -6.6% | -17.7% | +11.1% | +2.3% |
| YTD | -2.2% | -21.5% | +19.3% | +9.1% |
| 1Y | -8.0% | -24.5% | +16.5% | +4.4% |
| 3Y | -5.0% | +6.9% | -11.9% | -12.6% |
| All | -0.9% | -17.7% | +16.8% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling