+103.2%
XYL vs BAH
+211.3%
-108.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -5.9% | -1.6% | -4.3% | -5.5% |
| 30D | -7.3% | +18.0% | -25.3% | -11.7% |
| 3M | -22.5% | +11.4% | -33.9% | -25.1% |
| 6M | -14.4% | +17.7% | -32.1% | -19.2% |
| YTD | -29.4% | +5.4% | -34.7% | -32.0% |
| 1Y | -35.6% | +2.8% | -38.4% | -37.7% |
| 3Y | +0.3% | -26.7% | +26.9% | +3.5% |
| 5Y | -22.3% | +8.1% | -30.4% | -32.8% |
| 10Y | +103.2% | +202.5% | -99.3% | +24.5% |
| All | +103.2% | +211.3% | -108.1% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling