-66.9%
BAX vs XYL
-14.7%
-52.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.0% | -6.7% | -4.6% |
| 7D | -2.4% | +1.8% | -4.2% | -3.0% |
| 30D | -9.7% | -9.2% | -0.5% | -7.2% |
| 3M | +29.3% | -0.3% | +29.5% | +29.2% |
| 6M | +40.7% | -11.0% | +51.6% | +45.0% |
| YTD | +30.3% | -19.2% | +49.5% | +37.6% |
| 1Y | +3.4% | -21.2% | +24.6% | +10.0% |
| 3Y | -32.0% | +18.6% | -50.6% | -36.8% |
| 5Y | -66.9% | -14.3% | -52.5% | -69.8% |
| All | -66.9% | -14.7% | -52.2% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling