+21.3%
BAC vs XYL
-22.7%
+44.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +1.3% |
| 7D | +2.1% | +0.6% | +1.5% | +1.8% |
| 30D | -6.7% | -5.7% | -1.0% | -5.3% |
| 3M | -20.2% | -19.8% | -0.4% | -13.0% |
| 6M | -0.2% | -14.2% | +14.0% | +5.0% |
| YTD | -6.4% | -28.1% | +21.7% | +6.6% |
| 1Y | -3.1% | -35.0% | +31.9% | +15.9% |
| 3Y | +96.7% | +2.1% | +94.7% | +84.8% |
| 5Y | +21.3% | -22.1% | +43.4% | +19.4% |
| All | +21.3% | -22.7% | +44.0% | +19.4% |
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 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