+707.7%
BE vs XYL
+52.8%
+654.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -2.7% |
| 7D | +20.5% | -6.0% | +26.6% | +26.5% |
| 30D | -23.4% | -8.3% | -15.1% | -21.1% |
| 3M | -14.9% | -22.6% | +7.7% | +1.5% |
| 6M | -28.1% | -15.0% | -13.0% | -23.1% |
| YTD | +132.4% | -30.2% | +162.6% | +193.0% |
| 1Y | +59.4% | -36.4% | +95.7% | +119.9% |
| 3Y | +1,815.8% | -0.9% | +1,816.7% | +1,692.5% |
| 5Y | +491.3% | -23.4% | +514.7% | +590.3% |
| All | +707.7% | +52.8% | +654.9% | +522.6% |
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