-14.5%
XYL vs BB
-25.5%
+11.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.8% |
| 7D | +0.8% | +1.8% | -1.0% | +0.6% |
| 30D | -10.8% | -12.2% | +1.4% | -9.2% |
| 3M | -2.5% | -12.3% | +9.8% | -2.0% |
| 6M | -12.2% | +122.7% | -134.9% | -25.4% |
| YTD | -20.1% | +104.5% | -124.6% | -31.2% |
| 1Y | -20.6% | +106.7% | -127.3% | -32.3% |
| 3Y | +17.3% | +70.0% | -52.6% | -1.7% |
| 5Y | -14.5% | -27.8% | +13.3% | -20.2% |
| All | -14.5% | -25.5% | +11.0% | -20.2% |
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