+18.4%
BROS vs XYL
-14.2%
+32.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -2.7% |
| 7D | -6.1% | -1.2% | -4.8% | -5.3% |
| 30D | -12.4% | -13.2% | +0.8% | -3.5% |
| 3M | -27.9% | -0.2% | -27.8% | -28.5% |
| 6M | -16.8% | -12.5% | -4.3% | -9.6% |
| YTD | -29.0% | -20.9% | -8.2% | -17.7% |
| 1Y | -33.2% | -21.6% | -11.6% | -22.0% |
| 3Y | +56.8% | +16.1% | +40.6% | +34.9% |
| All | +18.4% | -14.2% | +32.6% | +3.4% |
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