+225.6%
FANG vs XYL
-16.2%
+241.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +2.9% | +1.2% | +1.7% | +2.5% |
| 30D | +2.6% | -11.9% | +14.6% | +5.9% |
| 3M | +7.6% | -1.5% | +9.1% | +7.2% |
| 6M | +17.3% | -11.9% | +29.2% | +20.2% |
| YTD | +38.7% | -20.6% | +59.3% | +46.4% |
| 1Y | +51.6% | -23.5% | +75.2% | +62.0% |
| 3Y | +50.0% | +14.9% | +35.1% | +37.4% |
| All | +225.6% | -16.2% | +241.8% | +234.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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