+99.1%
FFIV vs XYL
-15.4%
+114.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +4.9% | +4.3% |
| 7D | +3.5% | +0.8% | +2.6% | +3.0% |
| 30D | -1.3% | -10.8% | +9.5% | +3.6% |
| 3M | +2.4% | -2.5% | +4.9% | +2.8% |
| 6M | +41.8% | -12.2% | +54.0% | +48.5% |
| YTD | +58.5% | -20.1% | +78.6% | +72.4% |
| 1Y | +24.3% | -20.6% | +45.0% | +35.6% |
| 3Y | +152.0% | +17.3% | +134.7% | +120.2% |
| 5Y | +99.1% | -14.5% | +113.6% | +97.2% |
| All | +99.1% | -15.4% | +114.6% | +97.2% |
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 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