+135.7%
BP vs XYL
+104.0%
+31.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.2% |
| 7D | -0.8% | -5.9% | +5.1% | +1.6% |
| 30D | -3.1% | -7.3% | +4.1% | -1.1% |
| 3M | +6.2% | -22.5% | +28.6% | +16.4% |
| 6M | +4.8% | -14.4% | +19.2% | +9.3% |
| YTD | +35.2% | -29.4% | +64.5% | +52.1% |
| 1Y | +27.4% | -35.6% | +63.0% | +49.5% |
| 3Y | +49.8% | +0.3% | +49.5% | +39.3% |
| 5Y | +109.4% | -22.3% | +131.7% | +116.0% |
| 10Y | +135.7% | +103.2% | +32.5% | +58.0% |
| All | +135.7% | +104.0% | +31.7% | +58.0% |
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 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