+480.6%
BBY vs XYL
+459.9%
+20.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -0.9% |
| 7D | +1.2% | +0.8% | +0.3% | +0.6% |
| 30D | +6.8% | -10.8% | +17.6% | +13.1% |
| 3M | +18.7% | -2.5% | +21.3% | +19.6% |
| 6M | +37.3% | -12.2% | +49.5% | +45.2% |
| YTD | +35.3% | -20.1% | +55.4% | +49.9% |
| 1Y | +20.7% | -20.6% | +41.3% | +34.3% |
| 3Y | +39.4% | +17.3% | +22.1% | +25.8% |
| 5Y | -1.5% | -14.5% | +13.0% | +2.0% |
| 10Y | +239.8% | +150.2% | +89.6% | +121.0% |
| All | +480.6% | +459.9% | +20.7% | +201.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling