+1,212.5%
BAC vs XYL
+449.8%
+762.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +2.0% | +1.2% |
| 7D | +1.1% | -5.0% | +6.1% | +4.2% |
| 30D | -0.4% | -13.2% | +12.8% | +8.2% |
| 3M | +16.9% | -3.7% | +20.6% | +18.6% |
| 6M | +26.6% | -17.7% | +44.3% | +40.8% |
| YTD | +15.8% | -21.5% | +37.3% | +32.0% |
| 1Y | +27.2% | -24.5% | +51.7% | +48.1% |
| 3Y | +132.4% | +6.9% | +125.5% | +112.9% |
| 5Y | +72.6% | -18.1% | +90.6% | +81.3% |
| 10Y | +389.7% | +134.7% | +255.0% | +165.1% |
| All | +1,212.5% | +449.8% | +762.7% | +343.7% |
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