+934.0%
BE vs XYL
+73.2%
+860.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.1% |
| 7D | +9.7% | -1.2% | +11.0% | +11.0% |
| 30D | +22.4% | -13.2% | +35.6% | +38.2% |
| 3M | +10.4% | -0.2% | +10.5% | +6.7% |
| 6M | +67.9% | -12.5% | +80.3% | +83.7% |
| YTD | +197.5% | -20.9% | +218.4% | +252.5% |
| 1Y | +310.6% | -21.6% | +332.1% | +398.2% |
| 3Y | +1,657.2% | +16.1% | +1,641.1% | +1,401.8% |
| 5Y | +1,218.2% | -15.6% | +1,233.8% | +1,377.5% |
| All | +934.0% | +73.2% | +860.8% | +649.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling