+26.7%
BTDR vs XYL
-6.5%
+33.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.0% | -0.6% | +1.0% |
| 7D | +22.4% | +1.8% | +20.6% | +21.4% |
| 30D | +16.5% | -9.2% | +25.7% | +21.5% |
| 3M | -31.5% | -0.3% | -31.2% | -33.0% |
| 6M | +74.0% | -11.0% | +85.0% | +81.3% |
| YTD | +13.0% | -19.2% | +32.2% | +24.0% |
| 1Y | -0.2% | -21.2% | +21.0% | +11.4% |
| 3Y | +9.9% | +18.6% | -8.7% | +13.7% |
| 5Y | +28.1% | -14.3% | +42.4% | +29.9% |
| All | +26.7% | -6.5% | +33.2% | +34.3% |
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