+23.7%
BBY vs XYL
-23.4%
+47.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.0% | +5.2% | +3.8% |
| 7D | +9.5% | -5.0% | +14.5% | +11.2% |
| 30D | +6.8% | -13.2% | +20.0% | +11.6% |
| 3M | +28.9% | -3.7% | +32.6% | +29.9% |
| 6M | +37.8% | -17.7% | +55.5% | +47.1% |
| YTD | +38.7% | -21.5% | +60.3% | +49.2% |
| 1Y | +23.7% | -24.5% | +48.2% | +39.1% |
| All | +23.7% | -23.4% | +47.1% | +39.1% |
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