-2.3%
FERG vs XYL
-23.4%
+21.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.0% | +4.4% | +3.4% |
| 7D | 0.0% | -5.0% | +5.0% | +2.8% |
| 30D | -10.2% | -13.2% | +3.0% | -3.1% |
| 3M | -0.6% | -3.7% | +3.1% | +0.6% |
| 6M | -6.5% | -17.7% | +11.2% | +2.6% |
| YTD | +4.2% | -21.5% | +25.7% | +14.6% |
| 1Y | -2.3% | -24.5% | +22.2% | +11.0% |
| All | -2.3% | -23.4% | +21.1% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling