+397.7%
BAC vs XYL
+140.7%
+257.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +1.1% |
| 7D | +0.6% | +0.8% | -0.2% | 0.0% |
| 30D | -1.4% | -10.8% | +9.5% | +5.7% |
| 3M | +15.7% | -2.5% | +18.3% | +16.5% |
| 6M | +32.2% | -12.2% | +44.4% | +41.7% |
| YTD | +15.8% | -20.1% | +35.8% | +31.1% |
| 1Y | +27.3% | -20.6% | +47.9% | +44.5% |
| 3Y | +137.5% | +17.3% | +120.1% | +102.3% |
| 5Y | +73.1% | -14.5% | +87.6% | +77.4% |
| 10Y | +397.7% | +150.2% | +247.5% | +146.9% |
| All | +397.7% | +140.7% | +257.0% | +146.9% |
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