+173.9%
BP vs XYL
+389.1%
-215.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.4% | +1.7% |
| 7D | +2.5% | -6.0% | +8.5% | +5.1% |
| 30D | -5.6% | -8.3% | +2.7% | -3.1% |
| 3M | +8.0% | -22.6% | +30.6% | +18.8% |
| 6M | +5.7% | -15.0% | +20.7% | +10.6% |
| YTD | +36.8% | -30.2% | +67.0% | +55.1% |
| 1Y | +30.7% | -36.4% | +67.1% | +54.5% |
| 3Y | +51.6% | -0.9% | +52.5% | +42.4% |
| 5Y | +112.2% | -23.4% | +135.6% | +118.9% |
| 10Y | +138.6% | +100.9% | +37.7% | +48.2% |
| All | +173.9% | +389.1% | -215.2% | +19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling