+108.0%
FAST vs XYL
-23.7%
+131.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.6% |
| 7D | +5.0% | -6.0% | +11.0% | +7.9% |
| 30D | +8.6% | -8.3% | +16.9% | +11.8% |
| 3M | +6.9% | -22.6% | +29.5% | +19.3% |
| 6M | +29.6% | -15.0% | +44.6% | +37.9% |
| YTD | +41.4% | -30.2% | +71.6% | +64.6% |
| 1Y | +38.5% | -36.4% | +74.9% | +68.8% |
| 3Y | +98.7% | -0.9% | +99.6% | +87.3% |
| 5Y | +108.0% | -23.4% | +131.4% | +128.9% |
| All | +108.0% | -23.7% | +131.7% | +128.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling