+78.0%
FERG vs XYL
-23.3%
+101.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.5% |
| 7D | +9.7% | -3.7% | +13.5% | +12.0% |
| 30D | +15.0% | -8.3% | +23.4% | +19.0% |
| 3M | +3.8% | -21.4% | +25.2% | +16.7% |
| 6M | +10.6% | -12.9% | +23.6% | +17.0% |
| YTD | +17.0% | -30.1% | +47.0% | +39.2% |
| 1Y | +7.1% | -35.2% | +42.2% | +33.1% |
| 3Y | +67.7% | -0.8% | +68.5% | +63.0% |
| All | +78.0% | -23.3% | +101.4% | +93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling