+31.8%
FFIV vs XYL
-35.2%
+67.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.3% |
| 7D | -4.2% | +0.6% | -4.8% | -4.3% |
| 30D | -33.9% | -5.7% | -28.2% | -33.6% |
| 3M | -22.6% | -19.8% | -2.8% | -21.0% |
| 6M | -10.4% | -14.2% | +3.8% | -9.3% |
| YTD | +24.3% | -28.1% | +52.4% | +25.7% |
| 1Y | +31.8% | -35.0% | +66.8% | +44.7% |
| All | +31.8% | -35.2% | +67.0% | +44.7% |
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