+90.1%
FAST vs XYL
+8.6%
+81.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.6% |
| 7D | -0.4% | -5.0% | +4.7% | +1.7% |
| 30D | -0.8% | -13.2% | +12.4% | +5.0% |
| 3M | +5.8% | -3.7% | +9.5% | +7.3% |
| 6M | +8.0% | -17.7% | +25.7% | +16.3% |
| YTD | +25.6% | -21.5% | +47.2% | +37.5% |
| 1Y | +0.8% | -24.5% | +25.3% | +11.9% |
| All | +90.1% | +8.6% | +81.5% | +83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling