+209.7%
BHP vs XYL
+449.8%
-240.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.8% |
| 7D | -2.9% | -5.0% | +2.2% | -0.2% |
| 30D | +3.4% | -13.2% | +16.6% | +11.4% |
| 3M | +4.1% | -3.7% | +7.8% | +5.3% |
| 6M | +20.6% | -17.7% | +38.3% | +32.8% |
| YTD | +56.1% | -21.5% | +77.6% | +75.0% |
| 1Y | +69.6% | -24.5% | +94.1% | +94.2% |
| 3Y | +78.8% | +6.9% | +71.9% | +64.6% |
| 5Y | +113.1% | -18.1% | +131.1% | +121.8% |
| 10Y | +505.9% | +134.7% | +371.2% | +219.6% |
| All | +209.7% | +449.8% | -240.1% | +3.6% |
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