+406.7%
BNY vs XYL
+150.5%
+256.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.2% |
| 7D | -1.3% | +1.2% | -2.5% | -2.0% |
| 30D | -0.2% | -11.9% | +11.8% | +6.4% |
| 3M | +14.9% | -1.5% | +16.5% | +14.9% |
| 6M | +40.0% | -11.9% | +51.9% | +47.9% |
| YTD | +42.0% | -20.6% | +62.6% | +57.7% |
| 1Y | +56.9% | -23.5% | +80.4% | +77.6% |
| 3Y | +289.9% | +14.9% | +275.0% | +243.4% |
| 5Y | +259.2% | -15.3% | +274.5% | +265.6% |
| All | +406.7% | +150.5% | +256.2% | +202.6% |
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