+142.8%
XYL vs BR
+189.7%
-46.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +1.2% | -3.0% | +4.2% | +2.8% |
| 30D | -11.9% | -0.3% | -11.7% | -12.0% |
| 3M | -1.5% | +17.3% | -18.8% | -10.2% |
| 6M | -11.9% | -6.7% | -5.2% | -9.7% |
| YTD | -20.6% | -23.4% | +2.9% | -9.5% |
| 1Y | -23.5% | -32.7% | +9.2% | -6.4% |
| 3Y | +14.9% | -5.9% | +20.8% | +13.7% |
| 5Y | -15.3% | +8.4% | -23.7% | -24.4% |
| All | +142.8% | +189.7% | -46.8% | +48.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling