+426.2%
BTSG vs XYL
-2.9%
+429.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.0% | -5.6% | -6.3% |
| 7D | -5.8% | -1.2% | -4.5% | -5.3% |
| 30D | 0.0% | -13.2% | +13.2% | +5.2% |
| 3M | -4.5% | -0.2% | -4.3% | -5.1% |
| 6M | +40.0% | -12.5% | +52.5% | +46.1% |
| YTD | +54.6% | -20.9% | +75.4% | +67.5% |
| 1Y | +106.1% | -21.6% | +127.7% | +124.5% |
| All | +426.2% | -2.9% | +429.1% | +392.6% |
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