+927.7%
BLK vs XYL
+456.4%
+471.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | -3.3% | +1.2% | -4.5% | -4.0% |
| 30D | -6.5% | -11.9% | +5.4% | +0.6% |
| 3M | +6.7% | -1.5% | +8.3% | +7.1% |
| 6M | +14.7% | -11.9% | +26.6% | +22.5% |
| YTD | +2.5% | -20.6% | +23.1% | +16.0% |
| 1Y | -2.8% | -23.5% | +20.7% | +12.4% |
| 3Y | +65.9% | +14.9% | +51.0% | +47.4% |
| 5Y | +33.0% | -15.3% | +48.3% | +38.6% |
| 10Y | +281.2% | +148.6% | +132.6% | +114.3% |
| All | +927.7% | +456.4% | +471.4% | +301.9% |
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