+58.5%
FDX vs XYL
-33.6%
+92.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.1% |
| 7D | +0.2% | +2.1% | -1.9% | -0.3% |
| 30D | +9.3% | -3.4% | +12.7% | +9.0% |
| 3M | +0.5% | -17.2% | +17.7% | +5.7% |
| 6M | +5.3% | -12.0% | +17.4% | +7.7% |
| YTD | +38.6% | -26.3% | +64.9% | +47.4% |
| All | +58.5% | -33.6% | +92.0% | +73.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling