+105.3%
FAST vs XYL
-21.3%
+126.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.2% |
| 7D | +2.1% | +5.9% | -3.8% | -0.7% |
| 30D | +6.9% | -3.9% | +10.8% | +7.8% |
| 3M | +4.8% | -18.7% | +23.5% | +14.4% |
| 6M | +19.8% | -16.9% | +36.6% | +29.0% |
| YTD | +34.9% | -27.4% | +62.3% | +54.3% |
| 1Y | +32.8% | -34.0% | +66.8% | +59.2% |
| 3Y | +93.7% | +5.6% | +88.2% | +77.2% |
| All | +105.3% | -21.3% | +126.6% | +124.7% |
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