-22.3%
XYL vs BB
-11.2%
-11.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -2.2% |
| 7D | -5.9% | +7.3% | -13.2% | -6.9% |
| 30D | -7.3% | +11.2% | -18.5% | -9.3% |
| 3M | -22.5% | +4.7% | -27.2% | -23.8% |
| 6M | -14.4% | +51.1% | -65.5% | -22.3% |
| YTD | -29.4% | +148.0% | -177.4% | -41.7% |
| 1Y | -35.6% | +106.1% | -141.8% | -45.2% |
| 3Y | +0.3% | +158.2% | -158.0% | -22.9% |
| 5Y | -22.3% | -10.8% | -11.5% | -22.5% |
| All | -22.3% | -11.2% | -11.1% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling