+1,443.7%
FANG vs XYL
+421.2%
+1,022.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.9% |
| 7D | +1.2% | -1.2% | +2.4% | +1.8% |
| 30D | +2.4% | -13.2% | +15.6% | +10.2% |
| 3M | +5.1% | -0.2% | +5.2% | +3.8% |
| 6M | +16.4% | -12.5% | +28.9% | +22.4% |
| YTD | +39.0% | -20.9% | +59.8% | +53.4% |
| 1Y | +50.6% | -21.6% | +72.2% | +66.5% |
| 3Y | +46.9% | +16.1% | +30.8% | +24.6% |
| 5Y | +238.2% | -15.6% | +253.9% | +237.6% |
| 10Y | +181.3% | +147.7% | +33.6% | +41.7% |
| All | +1,443.7% | +421.2% | +1,022.5% | +464.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling