-14.9%
BAX vs XYL
+5.6%
-20.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.0% |
| 7D | +9.0% | +2.1% | +7.0% | +8.4% |
| 30D | +8.5% | -3.4% | +11.8% | +9.1% |
| 3M | -4.1% | -17.2% | +13.1% | +1.2% |
| 6M | +46.9% | -12.0% | +59.0% | +51.8% |
| YTD | +38.4% | -26.3% | +64.7% | +49.6% |
| 1Y | +47.0% | -33.5% | +80.5% | +62.8% |
| 3Y | -14.9% | +6.4% | -21.3% | -21.8% |
| All | -14.9% | +5.6% | -20.5% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling