+142.8%
XYL vs BG
+166.7%
-23.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.9% |
| 7D | +1.2% | +3.1% | -1.9% | +0.3% |
| 30D | -11.9% | +10.2% | -22.2% | -14.6% |
| 3M | -1.5% | -1.7% | +0.1% | -1.6% |
| 6M | -11.9% | +1.0% | -12.9% | -13.0% |
| YTD | -20.6% | +39.9% | -60.5% | -29.4% |
| 1Y | -23.5% | +53.2% | -76.7% | -34.3% |
| 3Y | +14.9% | +16.3% | -1.4% | +5.8% |
| 5Y | -15.3% | +83.9% | -99.2% | -36.2% |
| All | +142.8% | +166.7% | -23.8% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling