+16.0%
BX vs XYL
-15.8%
+31.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.1% |
| 7D | -8.9% | -1.2% | -7.7% | -8.1% |
| 30D | -14.8% | -13.2% | -1.6% | -5.4% |
| 3M | +6.9% | -0.2% | +7.1% | +6.7% |
| 6M | +16.3% | -12.5% | +28.8% | +27.3% |
| YTD | -16.1% | -20.9% | +4.8% | -1.4% |
| 1Y | -26.8% | -21.6% | -5.2% | -13.7% |
| 3Y | +22.4% | +16.1% | +6.3% | +2.5% |
| 5Y | +16.0% | -15.6% | +31.6% | +18.5% |
| All | +16.0% | -15.8% | +31.8% | +18.5% |
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