+256.9%
BNY vs XYL
-16.2%
+273.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.1% |
| 7D | -1.3% | +1.2% | -2.5% | -1.9% |
| 30D | -0.2% | -11.9% | +11.8% | +5.3% |
| 3M | +14.9% | -1.5% | +16.5% | +14.8% |
| 6M | +40.0% | -11.9% | +51.9% | +46.6% |
| YTD | +42.0% | -20.6% | +62.6% | +55.3% |
| 1Y | +56.9% | -23.5% | +80.4% | +74.4% |
| 3Y | +289.9% | +14.9% | +275.0% | +246.7% |
| All | +256.9% | -16.2% | +273.1% | +232.9% |
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