-24.5%
XYL vs BEN
+42.6%
-67.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.6% | -2.9% |
| 7D | -5.0% | +0.2% | -5.3% | -5.1% |
| 30D | -13.2% | -0.5% | -12.7% | -13.1% |
| 3M | -3.7% | +9.7% | -13.4% | -6.0% |
| 6M | -17.7% | +33.9% | -51.6% | -24.2% |
| YTD | -21.5% | +49.0% | -70.5% | -30.1% |
| 1Y | -24.5% | +42.1% | -66.6% | -29.8% |
| All | -24.5% | +42.6% | -67.1% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling