+0.2%
XYL vs BB
+161.8%
-161.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -2.0% |
| 7D | -5.9% | +7.3% | -13.2% | -6.5% |
| 30D | -7.3% | +11.2% | -18.5% | -8.6% |
| 3M | -22.5% | +4.7% | -27.2% | -23.3% |
| 6M | -14.4% | +51.1% | -65.5% | -20.1% |
| YTD | -29.4% | +148.0% | -177.4% | -38.5% |
| 1Y | -35.6% | +106.1% | -141.8% | -42.7% |
| All | +0.2% | +161.8% | -161.6% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling