+1,784.6%
BE vs XYL
+18.1%
+1,766.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.0% | +6.7% | +7.3% |
| 7D | +29.8% | +1.8% | +28.0% | +28.0% |
| 30D | +26.4% | -9.2% | +35.6% | +36.4% |
| 3M | +9.3% | -0.3% | +9.6% | +4.4% |
| 6M | +105.1% | -11.0% | +116.0% | +119.6% |
| YTD | +219.0% | -19.2% | +238.3% | +268.7% |
| 1Y | +418.8% | -21.2% | +440.0% | +528.7% |
| 3Y | +1,784.6% | +18.6% | +1,766.0% | +1,197.5% |
| All | +1,784.6% | +18.1% | +1,766.5% | +1,197.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling