+33.2%
BN vs XYL
-15.4%
+48.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.2% |
| 7D | -3.0% | +0.8% | -3.8% | -3.6% |
| 30D | -13.0% | -10.8% | -2.2% | -6.6% |
| 3M | -15.2% | -2.5% | -12.7% | -14.4% |
| 6M | -5.9% | -12.2% | +6.3% | +1.3% |
| YTD | -15.8% | -20.1% | +4.3% | -4.2% |
| 1Y | -12.2% | -20.6% | +8.5% | +0.3% |
| 3Y | +72.2% | +17.3% | +54.9% | +51.3% |
| 5Y | +33.2% | -14.5% | +47.7% | +34.5% |
| All | +33.2% | -15.4% | +48.6% | +34.5% |
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