+16.5%
BTDR vs XYL
-15.8%
+32.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.0% | -5.5% | -6.0% |
| 7D | -3.2% | -1.2% | -1.9% | -2.6% |
| 30D | +32.7% | -13.2% | +45.9% | +41.7% |
| 3M | -28.4% | -0.2% | -28.2% | -30.2% |
| 6M | +51.7% | -12.5% | +64.2% | +59.5% |
| YTD | +2.9% | -20.9% | +23.7% | +14.1% |
| 1Y | -15.5% | -21.6% | +6.1% | -5.1% |
| 3Y | 0.0% | +16.1% | -16.1% | +4.4% |
| 5Y | +16.5% | -15.6% | +32.1% | +21.8% |
| All | +16.5% | -15.8% | +32.3% | +21.8% |
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