+256.9%
BN vs XYL
+149.5%
+107.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.6% |
| 7D | -5.9% | -1.2% | -4.6% | -5.2% |
| 30D | -15.1% | -13.2% | -1.9% | -7.4% |
| 3M | -14.6% | -0.2% | -14.4% | -15.0% |
| 6M | -8.4% | -12.5% | +4.1% | -1.3% |
| YTD | -16.8% | -20.9% | +4.1% | -5.1% |
| 1Y | -14.4% | -21.6% | +7.2% | -1.8% |
| 3Y | +70.1% | +16.1% | +54.0% | +51.9% |
| 5Y | +33.5% | -15.6% | +49.1% | +41.5% |
| All | +256.9% | +149.5% | +107.4% | +132.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling