-69.4%
BTDR vs XYL
-30.7%
-38.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +5.0% | -10.6% | -6.0% |
| 7D | -17.6% | +14.5% | -32.1% | -19.0% |
| 30D | -40.3% | -1.3% | -38.9% | -40.6% |
| 3M | -42.6% | -17.0% | -25.6% | -37.9% |
| 6M | -46.3% | -11.3% | -35.0% | -46.6% |
| YTD | -41.7% | -25.0% | -16.8% | -35.0% |
| 1Y | -69.4% | -31.5% | -37.9% | -52.0% |
| All | -69.4% | -30.7% | -38.7% | -52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling