+91.7%
BKNG vs XYL
-16.5%
+108.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.0% |
| 7D | -10.7% | -1.2% | -9.4% | -10.2% |
| 30D | -18.1% | -13.2% | -4.9% | -12.8% |
| 3M | +8.5% | -0.2% | +8.7% | +8.3% |
| 6M | -0.1% | -12.5% | +12.4% | +5.5% |
| YTD | -18.2% | -20.9% | +2.7% | -10.0% |
| 1Y | -19.9% | -21.6% | +1.7% | -11.6% |
| 3Y | +41.6% | +16.1% | +25.5% | +24.3% |
| All | +91.7% | -16.5% | +108.2% | +82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling