+31.6%
FAST vs XYL
-30.7%
+62.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.0% | -3.3% | +0.1% |
| 7D | +3.4% | +14.5% | -11.1% | -1.1% |
| 30D | +5.5% | -1.3% | +6.8% | +5.1% |
| 3M | +7.6% | -17.0% | +24.6% | +15.1% |
| 6M | +19.8% | -11.3% | +31.1% | +24.5% |
| YTD | +35.5% | -25.0% | +60.4% | +48.4% |
| 1Y | +31.6% | -31.5% | +63.2% | +51.9% |
| All | +31.6% | -30.7% | +62.3% | +51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling