+46.0%
FE vs XYL
-23.3%
+69.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +1.2% | -3.7% | +5.0% | +2.0% |
| 30D | +4.5% | -8.3% | +12.9% | +5.9% |
| 3M | +1.3% | -21.4% | +22.8% | +6.1% |
| 6M | +8.7% | -12.9% | +21.6% | +11.0% |
| YTD | +9.2% | -30.1% | +39.3% | +16.6% |
| 1Y | +7.0% | -35.2% | +42.1% | +16.3% |
| 3Y | +51.4% | -0.8% | +52.2% | +43.3% |
| All | +46.0% | -23.3% | +69.3% | +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