+263.4%
FFIV vs XYL
+416.3%
-153.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.8% | +1.6% |
| 7D | -2.1% | +2.1% | -4.2% | -3.1% |
| 30D | -33.8% | -3.4% | -30.4% | -33.2% |
| 3M | -20.6% | -17.2% | -3.4% | -14.3% |
| 6M | -10.2% | -12.0% | +1.8% | -6.2% |
| YTD | +24.5% | -26.3% | +50.8% | +39.7% |
| 1Y | +29.3% | -33.5% | +62.8% | +52.3% |
| 3Y | +103.8% | +6.4% | +97.4% | +89.3% |
| 5Y | +40.9% | -20.9% | +61.8% | +47.0% |
| 10Y | +126.6% | +120.8% | +5.7% | +42.1% |
| All | +263.4% | +416.3% | -153.0% | +53.2% |
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