+33.7%
BP vs XYL
+12.6%
+21.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.6% | +0.8% |
| 7D | +3.9% | -5.0% | +9.0% | +4.7% |
| 30D | +7.6% | -13.2% | +20.8% | +10.0% |
| 3M | +0.7% | -3.7% | +4.4% | +0.5% |
| 6M | +15.5% | -17.7% | +33.2% | +19.4% |
| YTD | +30.8% | -21.5% | +52.4% | +36.8% |
| 1Y | +34.3% | -24.5% | +58.8% | +41.8% |
| All | +33.7% | +12.6% | +21.1% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling