+518.1%
BE vs XYL
-23.5%
+541.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -1.8% | +14.8% | +14.4% |
| 7D | +4.5% | -5.9% | +10.4% | +9.8% |
| 30D | -20.1% | -7.3% | -12.8% | -18.6% |
| 3M | -0.8% | -22.5% | +21.7% | +19.3% |
| 6M | -26.2% | -14.4% | -11.8% | -21.9% |
| YTD | +141.1% | -29.4% | +170.5% | +205.5% |
| 1Y | +64.8% | -35.6% | +100.5% | +131.7% |
| 3Y | +1,887.4% | +0.3% | +1,887.1% | +1,650.2% |
| 5Y | +518.1% | -22.3% | +540.4% | +644.2% |
| All | +518.1% | -23.5% | +541.6% | +644.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling