+29.5%
BROS vs XYL
+0.5%
+29.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | +0.2% |
| 7D | -20.4% | -5.9% | -14.5% | -17.6% |
| 30D | -6.1% | -7.3% | +1.2% | -3.3% |
| 3M | -29.4% | -22.5% | -6.9% | -18.9% |
| 6M | -31.5% | -14.4% | -17.1% | -26.9% |
| YTD | -42.8% | -29.4% | -13.4% | -31.0% |
| 1Y | -37.5% | -35.6% | -1.9% | -19.7% |
| All | +29.5% | +0.5% | +29.0% | +41.2% |
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 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