+117.8%
FFIV vs XYL
+100.4%
+17.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.8% | -2.7% |
| 7D | -0.5% | -3.7% | +3.2% | +1.1% |
| 30D | -32.4% | -8.3% | -24.1% | -30.3% |
| 3M | -25.7% | -21.4% | -4.3% | -17.9% |
| 6M | -13.5% | -12.9% | -0.6% | -9.3% |
| YTD | +21.1% | -30.1% | +51.2% | +39.1% |
| 1Y | +29.4% | -35.2% | +64.6% | +54.2% |
| 3Y | +94.9% | -0.8% | +95.7% | +85.7% |
| 5Y | +34.7% | -23.2% | +58.0% | +41.7% |
| All | +117.8% | +100.4% | +17.4% | +50.2% |
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 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