+433.9%
BTSG vs XYL
-2.6%
+436.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | -3.3% | +1.2% | -4.5% | -3.7% |
| 30D | -1.6% | -11.9% | +10.4% | +3.0% |
| 3M | -6.9% | -1.5% | -5.4% | -7.0% |
| 6M | +42.1% | -11.9% | +54.0% | +47.9% |
| YTD | +56.8% | -20.6% | +77.4% | +69.7% |
| 1Y | +109.8% | -23.5% | +133.3% | +130.9% |
| All | +433.9% | -2.6% | +436.5% | +399.1% |
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