+10.8%
BTDR vs XYL
+15.2%
-4.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.0% | -5.5% | -5.5% |
| 7D | -3.2% | -1.2% | -1.9% | -2.1% |
| 30D | +32.7% | -13.2% | +45.9% | +51.7% |
| 3M | -28.4% | -0.2% | -28.2% | -32.9% |
| 6M | +51.7% | -12.5% | +64.2% | +66.8% |
| YTD | +2.9% | -20.9% | +23.7% | +26.8% |
| 1Y | -15.5% | -21.6% | +6.1% | +6.8% |
| All | +10.8% | +15.2% | -4.5% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling