-14.2%
XYL vs BTG
+78.0%
-92.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +1.2% | -3.8% | +5.0% | +1.6% |
| 30D | -11.9% | +3.6% | -15.6% | -12.3% |
| 3M | -1.5% | +32.0% | -33.6% | -4.7% |
| 6M | -11.9% | +3.4% | -15.3% | -12.9% |
| YTD | -20.6% | +20.8% | -41.4% | -23.5% |
| 1Y | -23.5% | +22.4% | -45.9% | -27.0% |
| 3Y | +14.9% | +91.7% | -76.9% | 0.0% |
| All | -14.2% | +78.0% | -92.3% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 5y: compounded portfolio wealth divided by compounded BTG 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…
5y analysis · Full analysis span regression · 6 months rolling