+1,978.8%
BX vs XYL
+466.0%
+1,512.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.6% | -3.5% |
| 7D | -2.0% | +1.8% | -3.8% | -3.1% |
| 30D | -2.3% | -9.2% | +6.9% | +3.8% |
| 3M | +18.5% | -0.3% | +18.8% | +18.4% |
| 6M | +23.7% | -11.0% | +34.7% | +32.2% |
| YTD | -10.4% | -19.2% | +8.9% | +1.5% |
| 1Y | -19.6% | -21.2% | +1.6% | -7.7% |
| 3Y | +30.8% | +18.6% | +12.2% | +15.2% |
| 5Y | +24.3% | -14.3% | +38.7% | +31.5% |
| 10Y | +679.5% | +141.0% | +538.4% | +342.6% |
| All | +1,978.8% | +466.0% | +1,512.8% | +640.4% |
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 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