+25.7%
BIL vs XYL
+394.7%
-369.0%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | +0.1% | -5.9% | +6.0% | +0.1% |
| 30D | +0.3% | -7.3% | +7.6% | +0.3% |
| 3M | +0.9% | -22.5% | +23.4% | +0.9% |
| 6M | +1.9% | -14.4% | +16.3% | +1.9% |
| YTD | +3.1% | -29.4% | +32.5% | +3.1% |
| 1Y | +3.7% | -35.6% | +39.3% | +3.7% |
| 3Y | +13.8% | +0.3% | +13.5% | +13.8% |
| 5Y | +20.2% | -22.3% | +42.6% | +20.2% |
| 10Y | +26.1% | +103.2% | -77.1% | +26.2% |
| All | +25.7% | +394.7% | -369.0% | +25.8% |
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