+432.8%
XYL vs BB
-67.0%
+499.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -5.0% | -5.6% | +0.6% | -4.5% |
| 30D | -13.2% | -11.8% | -1.4% | -12.1% |
| 3M | -3.7% | -25.5% | +21.8% | -1.5% |
| 6M | -17.7% | +121.3% | -139.0% | -25.9% |
| YTD | -21.5% | +103.2% | -124.7% | -28.7% |
| 1Y | -24.5% | +102.6% | -127.1% | -31.7% |
| 3Y | +6.9% | +37.5% | -30.6% | -2.5% |
| 5Y | -18.1% | -30.4% | +12.4% | -22.1% |
| 10Y | +134.7% | 0.0% | +134.7% | +91.5% |
| All | +432.8% | -67.0% | +499.8% | +368.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling