-2.1%
BROS vs XYL
-24.2%
+22.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.2% | +6.3% | +6.4% |
| 7D | +6.3% | -3.7% | +10.0% | +9.0% |
| 30D | -8.3% | -8.3% | 0.0% | -4.5% |
| 3M | -29.8% | -21.4% | -8.4% | -18.9% |
| 6M | -25.8% | -12.9% | -12.9% | -21.1% |
| YTD | -41.4% | -30.1% | -11.3% | -27.5% |
| 1Y | -35.2% | -35.2% | 0.0% | -15.4% |
| 3Y | +32.8% | -0.8% | +33.5% | +25.1% |
| 5Y | -42.2% | -23.2% | -18.9% | -45.3% |
| All | -2.1% | -24.2% | +22.0% | -8.9% |
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