+119.3%
BKR vs XYL
+454.2%
-335.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.0% | -5.6% | -6.1% |
| 7D | -6.7% | -1.2% | -5.4% | -6.0% |
| 30D | -8.3% | -13.2% | +4.8% | -1.0% |
| 3M | -5.4% | -0.2% | -5.2% | -6.2% |
| 6M | +0.8% | -12.5% | +13.3% | +7.3% |
| YTD | +31.8% | -20.9% | +52.7% | +47.9% |
| 1Y | +28.6% | -21.6% | +50.1% | +44.6% |
| 3Y | +71.2% | +16.1% | +55.1% | +50.1% |
| 5Y | +179.2% | -15.6% | +194.8% | +186.5% |
| 10Y | +124.0% | +147.7% | -23.7% | +20.8% |
| All | +119.3% | +454.2% | -335.0% | -21.2% |
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 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