+34.5%
BBY vs XYL
-30.7%
+65.2%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.0% | +3.0% | +6.9% |
| 7D | +4.5% | +14.5% | -10.0% | +1.7% |
| 30D | +16.0% | -1.3% | +17.3% | +15.4% |
| 3M | +18.6% | -17.0% | +35.6% | +23.2% |
| 6M | +80.1% | -11.3% | +91.4% | +83.5% |
| YTD | +57.4% | -25.0% | +82.4% | +66.5% |
| 1Y | +34.5% | -31.5% | +66.1% | +52.0% |
| All | +34.5% | -30.7% | +65.2% | +52.0% |
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