+85.4%
BE vs XYL
-36.2%
+121.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -4.9% |
| 7D | +10.8% | -3.7% | +14.6% | +10.8% |
| 30D | -19.8% | -8.3% | -11.5% | -20.0% |
| 3M | -18.7% | -21.4% | +2.7% | -16.0% |
| 6M | -33.7% | -12.9% | -20.8% | -37.7% |
| YTD | +121.0% | -30.1% | +151.0% | +118.6% |
| 1Y | +85.4% | -35.2% | +120.6% | +95.1% |
| All | +85.4% | -36.2% | +121.6% | +95.1% |
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