+175.5%
FDX vs XYL
+141.5%
+34.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | -4.2% |
| 7D | -3.3% | +1.8% | -5.1% | -4.3% |
| 30D | -1.4% | -9.2% | +7.8% | +3.8% |
| 3M | -4.5% | -0.3% | -4.2% | -4.9% |
| 6M | +9.4% | -11.0% | +20.4% | +15.7% |
| YTD | +36.0% | -19.2% | +55.2% | +51.0% |
| 1Y | +75.5% | -21.2% | +96.7% | +97.4% |
| 3Y | +62.8% | +18.6% | +44.2% | +42.2% |
| 5Y | +64.4% | -14.3% | +78.7% | +68.6% |
| 10Y | +175.5% | +141.0% | +34.4% | +50.5% |
| All | +175.5% | +141.5% | +34.0% | +50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling