-34.8%
BROS vs XYL
-23.4%
-11.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.8% | +1.9% |
| 7D | -6.7% | -5.0% | -1.6% | -3.8% |
| 30D | -29.1% | -13.2% | -15.9% | -22.9% |
| 3M | -16.7% | -3.7% | -13.0% | -16.4% |
| 6M | -11.6% | -17.7% | +6.1% | -1.3% |
| YTD | -23.9% | -21.5% | -2.4% | -14.3% |
| 1Y | -34.8% | -24.5% | -10.3% | -24.6% |
| All | -34.8% | -23.4% | -11.4% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling