+531.8%
FAST vs XYL
+113.6%
+418.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.7% |
| 7D | +4.8% | +0.6% | +4.2% | +4.4% |
| 30D | +8.6% | -5.7% | +14.3% | +10.7% |
| 3M | +5.7% | -19.8% | +25.5% | +16.8% |
| 6M | +25.5% | -14.2% | +39.7% | +33.6% |
| YTD | +39.6% | -28.1% | +67.7% | +61.9% |
| 1Y | +35.5% | -35.0% | +70.5% | +65.6% |
| 3Y | +96.2% | +2.1% | +94.1% | +84.2% |
| 5Y | +110.2% | -22.1% | +132.3% | +123.4% |
| 10Y | +531.8% | +107.0% | +424.9% | +311.8% |
| All | +531.8% | +113.6% | +418.2% | +311.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling