+70.3%
BROS vs XYL
+17.7%
+52.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.5% | -3.3% |
| 7D | -0.9% | +1.8% | -2.7% | -2.1% |
| 30D | -13.5% | -9.2% | -4.2% | -8.2% |
| 3M | -18.4% | -0.3% | -18.2% | -19.2% |
| 6M | -10.6% | -11.0% | +0.4% | -4.6% |
| YTD | -25.1% | -19.2% | -5.9% | -15.4% |
| 1Y | -28.6% | -21.2% | -7.4% | -18.0% |
| All | +70.3% | +17.7% | +52.6% | +68.3% |
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