+26.1%
BIL vs XYL
+100.1%
-74.0%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | +0.1% | -6.0% | +6.1% | +0.1% |
| 30D | +0.3% | -8.3% | +8.6% | +0.3% |
| 3M | +0.9% | -22.6% | +23.5% | +0.9% |
| 6M | +1.8% | -15.0% | +16.9% | +1.8% |
| YTD | +3.1% | -30.2% | +33.3% | +3.1% |
| 1Y | +3.7% | -36.4% | +40.1% | +3.7% |
| 3Y | +13.8% | -0.9% | +14.7% | +13.8% |
| 5Y | +20.2% | -23.4% | +43.6% | +20.2% |
| All | +26.1% | +100.1% | -74.0% | +26.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling