+103.8%
FFIV vs XYL
+5.6%
+98.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.8% | +1.8% |
| 7D | -2.1% | +2.1% | -4.2% | -2.8% |
| 30D | -33.8% | -3.4% | -30.4% | -33.5% |
| 3M | -20.6% | -17.2% | -3.4% | -16.1% |
| 6M | -10.2% | -12.0% | +1.8% | -7.5% |
| YTD | +24.5% | -26.3% | +50.8% | +36.0% |
| 1Y | +29.3% | -33.5% | +62.8% | +48.2% |
| 3Y | +103.8% | +6.4% | +97.4% | +72.2% |
| All | +103.8% | +5.6% | +98.2% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling