+374.0%
XYL vs BEN
+105.6%
+268.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | -6.0% | +11.3% | -17.3% | -10.7% |
| 30D | -8.3% | +15.0% | -23.3% | -14.3% |
| 3M | -22.6% | +7.8% | -30.4% | -25.6% |
| 6M | -15.0% | +15.5% | -30.5% | -21.3% |
| YTD | -30.2% | +55.4% | -85.6% | -44.2% |
| 1Y | -36.4% | +63.3% | -99.6% | -50.4% |
| 3Y | -0.9% | +83.4% | -84.3% | -29.8% |
| 5Y | -23.4% | +28.1% | -51.4% | -36.6% |
| 10Y | +100.9% | +59.1% | +41.8% | +33.4% |
| All | +374.0% | +105.6% | +268.4% | +194.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling