+846.6%
BN vs XYL
+389.1%
+457.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.4% |
| 7D | -0.3% | -6.0% | +5.7% | +3.1% |
| 30D | +13.6% | -8.3% | +21.9% | +17.9% |
| 3M | -6.7% | -22.6% | +15.9% | +6.2% |
| 6M | -9.0% | -15.0% | +6.1% | -2.0% |
| YTD | -8.8% | -30.2% | +21.4% | +8.7% |
| 1Y | -10.6% | -36.4% | +25.8% | +12.3% |
| 3Y | +98.8% | -0.9% | +99.6% | +95.2% |
| 5Y | +33.6% | -23.4% | +57.0% | +47.5% |
| 10Y | +298.3% | +100.9% | +197.4% | +177.7% |
| All | +846.6% | +389.1% | +457.5% | +373.2% |
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