+856.2%
BN vs XYL
+394.7%
+461.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | +0.2% |
| 7D | -2.4% | -5.9% | +3.5% | +0.9% |
| 30D | +13.5% | -7.3% | +20.8% | +17.1% |
| 3M | -5.9% | -22.5% | +16.6% | +6.9% |
| 6M | -8.9% | -14.4% | +5.5% | -2.3% |
| YTD | -7.9% | -29.4% | +21.5% | +9.1% |
| 1Y | -8.3% | -35.6% | +27.3% | +14.4% |
| 3Y | +100.8% | +0.3% | +100.5% | +95.9% |
| 5Y | +38.2% | -22.3% | +60.6% | +51.5% |
| 10Y | +302.3% | +103.2% | +199.1% | +178.8% |
| All | +856.2% | +394.7% | +461.4% | +375.0% |
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