+104.9%
FE vs XYL
+408.9%
-304.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.2% |
| 7D | 0.0% | +5.9% | -5.9% | -1.6% |
| 30D | +5.2% | -3.9% | +9.1% | +5.8% |
| 3M | 0.0% | -18.7% | +18.7% | +5.1% |
| 6M | +5.0% | -16.9% | +21.9% | +9.5% |
| YTD | +7.9% | -27.4% | +35.3% | +16.1% |
| 1Y | +6.3% | -34.0% | +40.4% | +17.6% |
| 3Y | +46.0% | +5.6% | +40.4% | +38.1% |
| 5Y | +45.6% | -20.6% | +66.2% | +47.4% |
| 10Y | +109.3% | +133.4% | -24.1% | +58.7% |
| All | +104.9% | +408.9% | -304.0% | +36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling