+448.5%
XYL vs BG
+215.3%
+233.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.4% | -1.4% | +1.7% |
| 7D | +1.8% | +2.4% | -0.6% | +1.1% |
| 30D | -9.2% | +15.0% | -24.3% | -13.1% |
| 3M | -0.3% | -0.7% | +0.4% | -0.6% |
| 6M | -11.0% | +7.5% | -18.5% | -13.8% |
| YTD | -19.2% | +41.6% | -60.8% | -28.3% |
| 1Y | -21.2% | +50.7% | -71.9% | -31.8% |
| 3Y | +18.6% | +20.3% | -1.7% | +8.0% |
| 5Y | -14.3% | +85.2% | -99.6% | -34.7% |
| 10Y | +141.0% | +160.6% | -19.6% | +48.7% |
| All | +448.5% | +215.3% | +233.2% | +205.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling