+265.9%
FFIV vs XYL
+394.7%
-128.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.6% | +1.6% |
| 7D | -2.9% | -5.9% | +2.9% | -0.3% |
| 30D | -32.4% | -7.3% | -25.1% | -30.6% |
| 3M | -22.7% | -22.5% | -0.2% | -14.1% |
| 6M | -10.7% | -14.4% | +3.7% | -5.6% |
| YTD | +25.4% | -29.4% | +54.7% | +43.3% |
| 1Y | +34.2% | -35.6% | +69.8% | +60.2% |
| 3Y | +101.2% | +0.3% | +100.9% | +91.9% |
| 5Y | +42.0% | -22.3% | +64.3% | +49.2% |
| 10Y | +126.7% | +103.2% | +23.5% | +47.6% |
| All | +265.9% | +394.7% | -128.8% | +57.2% |
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 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