+961.2%
BAC vs XYL
+403.7%
+557.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +1.7% |
| 7D | +2.1% | +0.6% | +1.5% | +1.7% |
| 30D | -6.7% | -5.7% | -1.0% | -4.8% |
| 3M | -20.2% | -19.8% | -0.4% | -10.8% |
| 6M | -0.2% | -14.2% | +14.0% | +6.5% |
| YTD | -6.4% | -28.1% | +21.7% | +10.5% |
| 1Y | -3.1% | -35.0% | +31.9% | +21.6% |
| 3Y | +96.7% | +2.1% | +94.7% | +82.1% |
| 5Y | +21.3% | -22.1% | +43.4% | +29.1% |
| 10Y | +237.7% | +107.0% | +130.8% | +93.3% |
| All | +961.2% | +403.7% | +557.5% | +271.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling