-31.5%
XYL vs BR
-14.2%
-17.3%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.0% | +2.0% | +4.2% |
| 7D | +14.5% | +7.0% | +7.6% | +12.7% |
| 30D | -1.3% | +19.0% | -20.3% | -4.5% |
| 3M | -17.0% | +13.1% | -30.1% | -19.0% |
| 6M | -11.3% | +24.6% | -36.0% | -15.2% |
| YTD | -25.0% | -13.6% | -11.4% | -21.9% |
| 1Y | -31.5% | -13.1% | -18.4% | -28.6% |
| All | -31.5% | -14.2% | -17.3% | -28.6% |
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