+911.5%
BE vs XYL
+71.8%
+839.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.0% | +9.4% | +9.1% |
| 7D | +20.0% | -5.0% | +25.0% | +25.2% |
| 30D | +7.9% | -13.2% | +21.1% | +21.6% |
| 3M | -13.2% | -3.7% | -9.5% | -13.2% |
| 6M | +53.5% | -17.7% | +71.1% | +77.7% |
| YTD | +191.0% | -21.5% | +212.5% | +246.6% |
| 1Y | +360.5% | -24.5% | +385.0% | +476.5% |
| 3Y | +1,568.0% | +6.9% | +1,561.1% | +1,427.0% |
| 5Y | +1,055.2% | -18.1% | +1,073.3% | +1,223.9% |
| All | +911.5% | +71.8% | +839.7% | +636.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling