+1,782.8%
BX vs XYL
+389.9%
+1,392.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +0.6% | -3.7% | +4.3% | +3.0% |
| 30D | +14.2% | -8.3% | +22.6% | +19.4% |
| 3M | -18.7% | -21.4% | +2.7% | -6.5% |
| 6M | +2.5% | -12.9% | +15.4% | +10.3% |
| YTD | -18.8% | -30.1% | +11.3% | -0.5% |
| 1Y | -10.3% | -35.2% | +24.8% | +15.2% |
| 3Y | +35.4% | -0.8% | +36.2% | +32.1% |
| 5Y | +0.3% | -23.2% | +23.5% | +12.7% |
| 10Y | +668.4% | +101.2% | +567.1% | +382.7% |
| All | +1,782.8% | +389.9% | +1,392.9% | +626.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling