-35.0%
XYL vs BAH
+2.9%
-37.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.3% | -2.5% |
| 7D | +0.6% | +0.5% | +0.1% | +0.5% |
| 30D | -5.7% | +18.2% | -23.9% | -7.4% |
| 3M | -19.8% | +13.1% | -32.9% | -20.9% |
| 6M | -14.2% | +15.2% | -29.4% | -15.7% |
| YTD | -28.1% | +6.0% | -34.1% | -30.0% |
| 1Y | -35.0% | +3.1% | -38.1% | -36.5% |
| All | -35.0% | +2.9% | -37.9% | -36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling