+38.3%
BAX vs XYL
-36.2%
+74.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +0.1% | -3.7% | +3.8% | +1.4% |
| 30D | +4.1% | -8.3% | +12.4% | +6.7% |
| 3M | -4.5% | -21.4% | +16.9% | +5.4% |
| 6M | +49.2% | -12.9% | +62.2% | +55.3% |
| YTD | +35.2% | -30.1% | +65.3% | +51.4% |
| 1Y | +38.3% | -35.2% | +73.4% | +64.1% |
| All | +38.3% | -36.2% | +74.5% | +64.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling