+24.9%
BIL vs XYL
+449.8%
-424.9%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.1% | 0.0% |
| 7D | +0.1% | -5.0% | +5.1% | +0.1% |
| 30D | +0.3% | -13.2% | +13.5% | +0.3% |
| 3M | +0.9% | -3.7% | +4.7% | +0.9% |
| 6M | +1.8% | -17.7% | +19.5% | +1.8% |
| YTD | +2.4% | -21.5% | +24.0% | +2.4% |
| 1Y | +3.7% | -24.5% | +28.2% | +3.7% |
| 3Y | +14.2% | +6.9% | +7.2% | +14.2% |
| 5Y | +19.4% | -18.1% | +37.5% | +19.4% |
| 10Y | +25.2% | +134.7% | -109.5% | +25.2% |
| All | +24.9% | +449.8% | -424.9% | +25.0% |
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