+442.6%
XYL vs BTG
+117.3%
+325.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.7% | -1.2% |
| 7D | +0.8% | +2.4% | -1.6% | +0.7% |
| 30D | -10.8% | +9.5% | -20.3% | -11.3% |
| 3M | -2.5% | +38.5% | -41.0% | -4.4% |
| 6M | -12.2% | +5.6% | -17.8% | -12.8% |
| YTD | -20.1% | +23.9% | -44.0% | -21.5% |
| 1Y | -20.6% | +32.1% | -52.8% | -22.5% |
| 3Y | +17.3% | +103.2% | -85.9% | +11.1% |
| 5Y | -14.5% | +79.7% | -94.2% | -18.9% |
| 10Y | +150.2% | +159.1% | -8.9% | +130.8% |
| All | +442.6% | +117.3% | +325.3% | +382.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling