-13.6%
BKNG vs XYL
-30.7%
+17.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +5.0% | +4.9% | +8.4% |
| 7D | +15.6% | +14.5% | +1.0% | +11.7% |
| 30D | +8.0% | -1.3% | +9.3% | +7.5% |
| 3M | -11.8% | -17.0% | +5.2% | -7.6% |
| 6M | +3.8% | -11.3% | +15.1% | +6.5% |
| YTD | -19.6% | -25.0% | +5.4% | -15.8% |
| 1Y | -13.6% | -31.5% | +18.0% | -2.3% |
| All | -13.6% | -30.7% | +17.1% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling