+150.2%
XYL vs BAH
+186.6%
-36.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +0.8% | -1.3% | +2.2% | +1.2% |
| 30D | -10.8% | -6.6% | -4.2% | -9.1% |
| 3M | -2.5% | -7.2% | +4.6% | -0.9% |
| 6M | -12.2% | -10.0% | -2.2% | -10.5% |
| YTD | -20.1% | -12.5% | -7.6% | -18.6% |
| 1Y | -20.6% | -27.9% | +7.3% | -14.5% |
| 3Y | +17.3% | -31.4% | +48.7% | +21.9% |
| 5Y | -14.5% | -3.2% | -11.3% | -24.2% |
| 10Y | +150.2% | +191.5% | -41.3% | +49.5% |
| All | +150.2% | +186.6% | -36.4% | +49.5% |
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