+34.8%
FAST vs XYL
-33.6%
+68.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.5% | +2.5% |
| 7D | +3.8% | +2.1% | +1.8% | +3.1% |
| 30D | +8.1% | -3.4% | +11.4% | +8.4% |
| 3M | +5.8% | -17.2% | +23.0% | +13.1% |
| 6M | +24.9% | -12.0% | +36.9% | +30.0% |
| YTD | +38.9% | -26.3% | +65.2% | +53.1% |
| All | +34.8% | -33.6% | +68.4% | +58.0% |
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