+142.8%
XYL vs BRO
+294.2%
-151.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +1.2% | -7.3% | +8.5% | +5.3% |
| 30D | -11.9% | -6.9% | -5.1% | -8.8% |
| 3M | -1.5% | +10.7% | -12.2% | -7.8% |
| 6M | -11.9% | -2.7% | -9.2% | -12.0% |
| YTD | -20.6% | -16.3% | -4.3% | -13.8% |
| 1Y | -23.5% | -29.1% | +5.6% | -9.1% |
| 3Y | +14.9% | -7.8% | +22.7% | +10.4% |
| 5Y | -15.3% | +18.7% | -34.0% | -34.0% |
| All | +142.8% | +294.2% | -151.4% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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