+46.3%
FE vs XYL
-21.3%
+67.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.0% |
| 7D | -1.0% | +5.9% | -6.9% | -2.2% |
| 30D | +4.1% | -3.9% | +8.1% | +4.6% |
| 3M | -1.0% | -18.7% | +17.7% | +2.9% |
| 6M | +4.0% | -16.9% | +20.9% | +7.4% |
| YTD | +6.8% | -27.4% | +34.2% | +13.2% |
| 1Y | +5.3% | -34.0% | +39.3% | +14.1% |
| 3Y | +44.6% | +5.6% | +39.0% | +34.9% |
| All | +46.3% | -21.3% | +67.6% | +47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling