+760.9%
FAST vs XYL
+449.8%
+311.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.8% |
| 7D | -0.4% | -5.0% | +4.7% | +2.2% |
| 30D | -0.8% | -13.2% | +12.4% | +6.3% |
| 3M | +5.8% | -3.7% | +9.5% | +7.5% |
| 6M | +8.0% | -17.7% | +25.7% | +18.2% |
| YTD | +25.6% | -21.5% | +47.2% | +40.4% |
| 1Y | +0.8% | -24.5% | +25.3% | +14.6% |
| 3Y | +86.1% | +6.9% | +79.2% | +74.0% |
| 5Y | +100.2% | -18.1% | +118.3% | +109.7% |
| 10Y | +494.2% | +134.7% | +359.5% | +266.4% |
| All | +760.9% | +449.8% | +311.1% | +288.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling