-14.2%
XYL vs BNS
+94.7%
-108.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | 0.0% |
| 7D | +1.2% | -0.4% | +1.6% | +1.4% |
| 30D | -11.9% | +3.5% | -15.4% | -13.7% |
| 3M | -1.5% | +14.1% | -15.6% | -8.7% |
| 6M | -11.9% | +33.8% | -45.7% | -25.2% |
| YTD | -20.6% | +29.5% | -50.0% | -31.4% |
| 1Y | -23.5% | +48.4% | -71.9% | -38.9% |
| 3Y | +14.9% | +129.6% | -114.7% | -29.5% |
| All | -14.2% | +94.7% | -108.9% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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