+19.6%
BTDR vs XYL
-8.1%
+27.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.5% |
| 7D | -3.4% | +1.2% | -4.6% | -3.9% |
| 30D | +32.6% | -11.9% | +44.5% | +40.6% |
| 3M | -32.2% | -1.5% | -30.7% | -33.4% |
| 6M | +52.4% | -11.9% | +64.3% | +59.6% |
| YTD | +6.7% | -20.6% | +27.3% | +18.0% |
| 1Y | -15.2% | -23.5% | +8.3% | -3.9% |
| 3Y | +14.9% | +14.9% | 0.0% | +19.9% |
| 5Y | +20.8% | -15.3% | +36.1% | +23.7% |
| All | +19.6% | -8.1% | +27.7% | +27.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling