-13.6%
XYL vs BAH
-3.8%
-9.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.9% | +3.1% |
| 7D | +1.8% | -4.3% | +6.1% | +2.7% |
| 30D | -9.2% | -4.5% | -4.8% | -8.4% |
| 3M | -0.3% | -7.6% | +7.3% | +1.1% |
| 6M | -11.0% | -10.6% | -0.4% | -9.5% |
| YTD | -19.2% | -12.6% | -6.6% | -18.1% |
| 1Y | -21.2% | -27.0% | +5.8% | -16.9% |
| 3Y | +18.6% | -31.5% | +50.1% | +20.4% |
| All | -13.6% | -3.8% | -9.8% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling