+602.8%
FICO vs XYL
+141.5%
+461.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.8% | -1.5% |
| 7D | -15.4% | +1.8% | -17.2% | -16.1% |
| 30D | -10.4% | -9.2% | -1.2% | -5.5% |
| 3M | -22.7% | -0.3% | -22.4% | -22.4% |
| 6M | -36.8% | -11.0% | -25.8% | -32.9% |
| YTD | -44.8% | -19.2% | -25.6% | -38.5% |
| 1Y | -39.3% | -21.2% | -18.1% | -31.7% |
| 3Y | +3.7% | +18.6% | -14.9% | -10.0% |
| 5Y | +101.7% | -14.3% | +116.1% | +106.0% |
| 10Y | +602.8% | +141.0% | +461.7% | +301.3% |
| All | +602.8% | +141.5% | +461.3% | +301.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling