+134.0%
BP vs XYL
+149.5%
-15.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.3% |
| 7D | +5.7% | -1.2% | +7.0% | +6.3% |
| 30D | +8.1% | -13.2% | +21.2% | +14.4% |
| 3M | +8.6% | -0.2% | +8.8% | +7.5% |
| 6M | +18.1% | -12.5% | +30.6% | +23.2% |
| YTD | +37.6% | -20.9% | +58.5% | +49.4% |
| 1Y | +39.4% | -21.6% | +60.9% | +51.7% |
| 3Y | +40.1% | +16.1% | +23.9% | +23.3% |
| 5Y | +141.3% | -15.6% | +156.9% | +143.6% |
| All | +134.0% | +149.5% | -15.5% | +43.5% |
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