+351.3%
FERG vs XYL
+150.5%
+200.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -2.6% | +1.2% | -3.8% | -2.9% |
| 30D | -8.9% | -11.9% | +3.0% | -5.4% |
| 3M | -2.0% | -1.5% | -0.5% | -1.7% |
| 6M | -3.2% | -11.9% | +8.7% | +0.4% |
| YTD | +1.5% | -20.6% | +22.1% | +8.3% |
| 1Y | +0.5% | -23.5% | +24.0% | +8.5% |
| 3Y | +50.4% | +14.9% | +35.6% | +46.7% |
| 5Y | +68.7% | -15.3% | +84.0% | +67.7% |
| All | +351.3% | +150.5% | +200.8% | +290.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling