-24.5%
XYL vs BR
-29.1%
+4.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.3% | -1.4% |
| 7D | -5.0% | -5.3% | +0.2% | -4.1% |
| 30D | -13.2% | +6.4% | -19.7% | -14.2% |
| 3M | -3.7% | +13.6% | -17.4% | -6.1% |
| 6M | -17.7% | -6.7% | -11.0% | -16.5% |
| YTD | -21.5% | -21.1% | -0.4% | -17.8% |
| 1Y | -24.5% | -29.6% | +5.1% | -15.6% |
| All | -24.5% | -29.1% | +4.6% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling