+113.1%
BHP vs XYL
-15.8%
+128.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.3% | -4.9% |
| 7D | -3.7% | -1.2% | -2.5% | -3.3% |
| 30D | -0.8% | -13.2% | +12.3% | +4.4% |
| 3M | +7.6% | -0.2% | +7.8% | +6.9% |
| 6M | +20.8% | -12.5% | +33.3% | +26.2% |
| YTD | +50.8% | -20.9% | +71.6% | +62.7% |
| 1Y | +70.9% | -21.6% | +92.5% | +85.1% |
| 3Y | +78.0% | +16.1% | +61.9% | +64.0% |
| 5Y | +113.1% | -15.6% | +128.7% | +106.2% |
| All | +113.1% | -15.8% | +128.9% | +106.2% |
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