+139.4%
BAC vs XYL
+12.6%
+126.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +2.0% | +0.8% |
| 7D | +1.1% | -5.0% | +6.1% | +3.4% |
| 30D | -0.4% | -13.2% | +12.8% | +6.0% |
| 3M | +16.9% | -3.7% | +20.6% | +18.0% |
| 6M | +26.6% | -17.7% | +44.3% | +37.5% |
| YTD | +15.8% | -21.5% | +37.3% | +28.2% |
| 1Y | +27.2% | -24.5% | +51.7% | +43.2% |
| All | +139.4% | +12.6% | +126.8% | +101.4% |
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