+374.0%
XYL vs BB
-61.0%
+434.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.8% | -0.8% |
| 7D | -6.0% | +9.0% | -15.0% | -6.9% |
| 30D | -8.3% | +7.7% | -16.0% | -9.4% |
| 3M | -22.6% | +4.0% | -26.6% | -23.5% |
| 6M | -15.0% | +46.6% | -61.7% | -20.1% |
| YTD | -30.2% | +140.6% | -170.8% | -38.1% |
| 1Y | -36.4% | +103.1% | -139.5% | -42.7% |
| 3Y | -0.9% | +150.5% | -151.4% | -15.5% |
| 5Y | -23.4% | -15.4% | -8.0% | -28.8% |
| 10Y | +100.9% | +25.4% | +75.5% | +59.4% |
| All | +374.0% | -61.0% | +434.9% | +306.9% |
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