+27.0%
BROS vs XYL
-14.9%
+41.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.8% | +2.1% |
| 7D | -6.7% | -5.0% | -1.6% | -3.3% |
| 30D | -29.1% | -13.2% | -15.9% | -21.8% |
| 3M | -16.7% | -3.7% | -13.0% | -15.3% |
| 6M | -11.6% | -17.7% | +6.1% | +0.3% |
| YTD | -23.9% | -21.5% | -2.4% | -11.2% |
| 1Y | -34.8% | -24.5% | -10.3% | -21.7% |
| 3Y | +62.1% | +6.9% | +55.1% | +48.3% |
| All | +27.0% | -14.9% | +41.9% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling