+156.3%
FDX vs XYL
+129.6%
+26.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +2.7% |
| 7D | +0.2% | +2.1% | -1.9% | -0.9% |
| 30D | +9.3% | -3.4% | +12.7% | +9.9% |
| 3M | +0.5% | -17.2% | +17.7% | +9.8% |
| 6M | +5.3% | -12.0% | +17.4% | +10.8% |
| YTD | +38.6% | -26.3% | +64.9% | +59.7% |
| 1Y | +53.5% | -33.5% | +87.0% | +87.3% |
| 3Y | +74.2% | +6.4% | +67.8% | +59.7% |
| 5Y | +75.3% | -20.9% | +96.2% | +85.8% |
| 10Y | +156.3% | +120.8% | +35.4% | +47.1% |
| All | +156.3% | +129.6% | +26.7% | +47.1% |
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