+463.5%
BTSG vs XYL
-1.9%
+465.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | +2.9% | +0.8% | +2.0% | +2.6% |
| 30D | +0.9% | -10.8% | +11.7% | +5.1% |
| 3M | +1.6% | -2.5% | +4.2% | +1.9% |
| 6M | +46.8% | -12.2% | +59.0% | +53.0% |
| YTD | +65.5% | -20.1% | +85.6% | +78.7% |
| 1Y | +136.2% | -20.6% | +156.9% | +156.1% |
| All | +463.5% | -1.9% | +465.5% | +425.4% |
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