+0.5%
FERG vs XYL
-21.4%
+21.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -2.6% | +1.2% | -3.8% | -3.2% |
| 30D | -8.9% | -11.9% | +3.0% | -2.5% |
| 3M | -2.0% | -1.5% | -0.5% | -2.3% |
| 6M | -3.2% | -11.9% | +8.7% | +2.6% |
| YTD | +1.5% | -20.6% | +22.1% | +10.6% |
| 1Y | +0.5% | -23.5% | +24.0% | +14.0% |
| All | +0.5% | -21.4% | +21.9% | +14.0% |
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