+104.4%
FE vs XYL
+449.8%
-345.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.5% | 0.0% |
| 7D | +1.9% | -5.0% | +7.0% | +3.4% |
| 30D | -1.2% | -13.2% | +12.1% | +2.7% |
| 3M | +3.5% | -3.7% | +7.2% | +4.3% |
| 6M | -6.1% | -17.7% | +11.6% | -1.3% |
| YTD | +7.6% | -21.5% | +29.1% | +14.1% |
| 1Y | +11.9% | -24.5% | +36.4% | +19.8% |
| 3Y | +48.4% | +6.9% | +41.5% | +40.8% |
| 5Y | +44.8% | -18.1% | +62.9% | +46.3% |
| 10Y | +115.9% | +134.7% | -18.8% | +63.3% |
| All | +104.4% | +449.8% | -345.4% | +34.2% |
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