+172.3%
BHP vs XYL
+389.9%
-217.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.3% |
| 7D | -0.5% | -3.7% | +3.2% | +1.5% |
| 30D | -4.5% | -8.3% | +3.8% | -1.8% |
| 3M | -6.9% | -21.4% | +14.5% | +3.8% |
| 6M | -10.6% | -12.9% | +2.4% | -6.3% |
| YTD | +37.2% | -30.1% | +67.3% | +60.5% |
| 1Y | +48.0% | -35.2% | +83.2% | +80.5% |
| 3Y | +52.6% | -0.8% | +53.3% | +43.6% |
| 5Y | +116.5% | -23.2% | +139.7% | +128.6% |
| 10Y | +334.9% | +101.2% | +233.7% | +145.4% |
| All | +172.3% | +389.9% | -217.6% | -5.0% |
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