+109.2%
FE vs XYL
+141.5%
-32.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.6% | -1.6% |
| 7D | +0.6% | +1.8% | -1.2% | 0.0% |
| 30D | -2.1% | -9.2% | +7.1% | +0.8% |
| 3M | +2.6% | -0.3% | +2.9% | +2.4% |
| 6M | -6.8% | -11.0% | +4.2% | -3.8% |
| YTD | +6.9% | -19.2% | +26.1% | +13.2% |
| 1Y | +11.6% | -21.2% | +32.8% | +19.0% |
| 3Y | +47.7% | +18.6% | +29.1% | +33.1% |
| 5Y | +46.2% | -14.3% | +60.5% | +46.2% |
| 10Y | +109.2% | +141.0% | -31.8% | +51.9% |
| All | +109.2% | +141.5% | -32.3% | +51.9% |
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