+346.5%
FFIV vs XYL
+449.8%
-103.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.5% |
| 7D | -1.0% | -5.0% | +4.1% | +1.4% |
| 30D | -5.1% | -13.2% | +8.1% | +1.1% |
| 3M | -4.5% | -3.7% | -0.7% | -3.4% |
| 6M | +36.5% | -17.7% | +54.2% | +47.5% |
| YTD | +53.0% | -21.5% | +74.5% | +68.2% |
| 1Y | +24.2% | -24.5% | +48.7% | +39.0% |
| 3Y | +137.2% | +6.9% | +130.3% | +121.4% |
| 5Y | +91.8% | -18.1% | +109.8% | +98.3% |
| 10Y | +215.2% | +134.7% | +80.5% | +93.6% |
| All | +346.5% | +449.8% | -103.3% | +84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling