+72.9%
BAC vs XYL
-14.7%
+87.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.4% | -1.8% |
| 7D | +1.2% | +1.8% | -0.6% | +0.3% |
| 30D | -0.7% | -9.2% | +8.5% | +3.6% |
| 3M | +16.9% | -0.3% | +17.2% | +16.3% |
| 6M | +29.6% | -11.0% | +40.6% | +35.7% |
| YTD | +15.3% | -19.2% | +34.5% | +26.0% |
| 1Y | +28.8% | -21.2% | +50.0% | +42.3% |
| 3Y | +136.4% | +18.6% | +117.8% | +110.6% |
| 5Y | +72.9% | -14.3% | +87.2% | +60.4% |
| All | +72.9% | -14.7% | +87.6% | +60.4% |
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