+235.7%
BA vs XYL
+403.7%
-168.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +2.1% |
| 7D | 0.0% | +0.6% | -0.6% | -0.4% |
| 30D | -8.9% | -5.7% | -3.2% | -6.0% |
| 3M | -25.5% | -19.8% | -5.7% | -15.4% |
| 6M | -27.0% | -14.2% | -12.8% | -20.7% |
| YTD | -20.1% | -28.1% | +7.9% | -4.3% |
| 1Y | -11.0% | -35.0% | +24.0% | +13.4% |
| 3Y | -11.8% | +2.1% | -13.9% | -17.5% |
| 5Y | -20.6% | -22.1% | +1.5% | -14.1% |
| 10Y | +26.6% | +107.0% | -80.3% | -18.8% |
| All | +235.7% | +403.7% | -168.1% | +59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling