+40.9%
FFIV vs XYL
-20.5%
+61.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.8% | +1.6% |
| 7D | -2.1% | +2.1% | -4.2% | -3.0% |
| 30D | -33.8% | -3.4% | -30.4% | -33.3% |
| 3M | -20.6% | -17.2% | -3.4% | -14.7% |
| 6M | -10.2% | -12.0% | +1.8% | -6.6% |
| YTD | +24.5% | -26.3% | +50.8% | +39.1% |
| 1Y | +29.3% | -33.5% | +62.8% | +52.1% |
| 3Y | +103.8% | +6.4% | +97.4% | +84.3% |
| 5Y | +40.9% | -20.9% | +61.8% | +52.5% |
| All | +40.9% | -20.5% | +61.4% | +52.5% |
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