+26.5%
BAC vs XYL
-23.4%
+49.9%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.5% | +0.1% |
| 7D | +0.6% | -5.0% | +5.6% | +2.3% |
| 30D | -0.9% | -13.2% | +12.3% | +3.9% |
| 3M | +16.3% | -3.7% | +20.0% | +16.8% |
| 6M | +26.0% | -17.7% | +43.7% | +33.8% |
| YTD | +15.2% | -21.5% | +36.7% | +24.2% |
| 1Y | +26.5% | -24.5% | +51.0% | +38.2% |
| All | +26.5% | -23.4% | +49.9% | +38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling