-35.6%
BAX vs XYL
+113.6%
-149.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.5% | +0.8% |
| 7D | +3.6% | +0.6% | +3.1% | +3.4% |
| 30D | +8.5% | -5.7% | +14.2% | +10.0% |
| 3M | -4.9% | -19.8% | +14.9% | +1.6% |
| 6M | +47.0% | -14.2% | +61.2% | +53.3% |
| YTD | +38.4% | -28.1% | +66.5% | +52.6% |
| 1Y | +49.1% | -35.0% | +84.1% | +69.8% |
| 3Y | -14.9% | +2.1% | -17.0% | -18.4% |
| 5Y | -63.1% | -22.1% | -41.0% | -62.0% |
| 10Y | -35.6% | +107.0% | -142.6% | -51.8% |
| All | -35.6% | +113.6% | -149.2% | -51.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling