-38.3%
BAX vs XYL
+149.5%
-187.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.5% |
| 7D | -5.4% | -1.2% | -4.2% | -5.1% |
| 30D | -12.4% | -13.2% | +0.8% | -8.2% |
| 3M | +19.1% | -0.2% | +19.3% | +19.0% |
| 6M | +38.6% | -12.5% | +51.1% | +44.5% |
| YTD | +26.7% | -20.9% | +47.6% | +36.3% |
| 1Y | +1.0% | -21.6% | +22.6% | +9.0% |
| 3Y | -33.9% | +16.1% | -50.0% | -38.9% |
| 5Y | -67.0% | -15.6% | -51.4% | -66.8% |
| All | -38.3% | +149.5% | -187.8% | -56.1% |
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