-43.6%
BROS vs XYL
-22.8%
-20.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | +0.4% |
| 7D | -20.4% | -5.9% | -14.5% | -17.0% |
| 30D | -6.1% | -7.3% | +1.2% | -2.8% |
| 3M | -29.4% | -22.5% | -6.9% | -17.3% |
| 6M | -31.5% | -14.4% | -17.1% | -26.1% |
| YTD | -42.8% | -29.4% | -13.4% | -29.3% |
| 1Y | -37.5% | -35.6% | -1.9% | -17.3% |
| 3Y | +27.2% | +0.3% | +26.9% | +17.8% |
| All | -43.6% | -22.8% | -20.8% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling