+117.9%
BTSG vs XYL
-30.7%
+148.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.0% | -5.0% | -1.2% |
| 7D | +17.4% | +14.5% | +2.9% | +13.7% |
| 30D | +12.6% | -1.3% | +13.9% | +12.1% |
| 3M | +11.2% | -17.0% | +28.2% | +16.2% |
| 6M | +30.4% | -11.3% | +41.7% | +32.3% |
| YTD | +86.4% | -25.0% | +111.4% | +99.3% |
| 1Y | +117.9% | -31.5% | +149.5% | +153.9% |
| All | +117.9% | -30.7% | +148.6% | +153.9% |
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 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