+22.6%
BROS vs XYL
-13.3%
+35.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.3% |
| 7D | -6.6% | +0.8% | -7.4% | -7.2% |
| 30D | -12.3% | -10.8% | -1.5% | -5.3% |
| 3M | -22.2% | -2.5% | -19.7% | -21.6% |
| 6M | -14.3% | -12.2% | -2.1% | -7.1% |
| YTD | -26.6% | -20.1% | -6.5% | -15.4% |
| 1Y | -31.5% | -20.6% | -10.9% | -20.6% |
| 3Y | +62.3% | +17.3% | +44.9% | +38.7% |
| All | +22.6% | -13.3% | +35.9% | +6.3% |
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 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