+66.0%
BHP vs XYL
-23.4%
+89.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.4% | -1.9% |
| 7D | -5.0% | -5.0% | +0.1% | -3.6% |
| 30D | +1.2% | -13.2% | +14.4% | +5.2% |
| 3M | +1.8% | -3.7% | +5.6% | +1.4% |
| 6M | +18.0% | -17.7% | +35.7% | +23.0% |
| YTD | +52.7% | -21.5% | +74.2% | +56.7% |
| 1Y | +66.0% | -24.5% | +90.5% | +75.9% |
| All | +66.0% | -23.4% | +89.4% | +75.9% |
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