+442.6%
XYL vs BNS
+258.4%
+184.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.6% |
| 7D | +0.8% | -1.3% | +2.1% | +1.6% |
| 30D | -10.8% | +4.0% | -14.9% | -13.3% |
| 3M | -2.5% | +13.8% | -16.3% | -10.4% |
| 6M | -12.2% | +32.7% | -44.9% | -26.6% |
| YTD | -20.1% | +27.6% | -47.7% | -31.7% |
| 1Y | -20.6% | +47.4% | -68.0% | -38.1% |
| 3Y | +17.3% | +129.0% | -111.7% | -31.4% |
| 5Y | -14.5% | +92.7% | -107.2% | -44.7% |
| 10Y | +150.2% | +182.1% | -31.9% | +24.1% |
| All | +442.6% | +258.4% | +184.2% | +133.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling