-14.5%
XYL vs BEN
+40.0%
-54.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -0.5% |
| 7D | +0.8% | +3.4% | -2.5% | -0.6% |
| 30D | -10.8% | +1.8% | -12.6% | -11.6% |
| 3M | -2.5% | +8.4% | -10.9% | -6.0% |
| 6M | -12.2% | +35.6% | -47.8% | -23.4% |
| YTD | -20.1% | +46.4% | -66.4% | -32.6% |
| 1Y | -20.6% | +46.3% | -67.0% | -33.3% |
| 3Y | +17.3% | +54.6% | -37.3% | -7.1% |
| 5Y | -14.5% | +39.4% | -53.9% | -32.1% |
| All | -14.5% | +40.0% | -54.5% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling