+18.0%
BLK vs XYL
-30.7%
+48.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.0% | +0.5% | +4.0% |
| 7D | +5.7% | +14.5% | -8.8% | +1.8% |
| 30D | +14.8% | -1.3% | +16.1% | +14.0% |
| 3M | +8.8% | -17.0% | +25.8% | +16.0% |
| 6M | +17.6% | -11.3% | +28.9% | +21.2% |
| YTD | +16.3% | -25.0% | +41.2% | +27.3% |
| 1Y | +18.0% | -31.5% | +49.5% | +42.4% |
| All | +18.0% | -30.7% | +48.7% | +42.4% |
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 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