+448.5%
XYL vs BR
+961.4%
-512.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.5% | +5.4% | +4.3% |
| 7D | +1.8% | -5.9% | +7.7% | +5.1% |
| 30D | -9.2% | +1.9% | -11.1% | -10.4% |
| 3M | -0.3% | +14.7% | -14.9% | -7.9% |
| 6M | -11.0% | -12.8% | +1.8% | -5.4% |
| YTD | -19.2% | -23.0% | +3.8% | -8.4% |
| 1Y | -21.2% | -31.7% | +10.5% | -4.6% |
| 3Y | +18.6% | -4.8% | +23.4% | +16.8% |
| 5Y | -14.3% | +7.8% | -22.2% | -22.8% |
| 10Y | +141.0% | +184.1% | -43.0% | +25.0% |
| All | +448.5% | +961.4% | -512.9% | +49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling