+545.7%
FICO vs XYL
+113.6%
+432.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +2.2% |
| 7D | +0.9% | +0.6% | +0.3% | +0.3% |
| 30D | +9.4% | -5.7% | +15.2% | +11.7% |
| 3M | -30.4% | -19.8% | -10.6% | -22.5% |
| 6M | -35.1% | -14.2% | -20.9% | -30.2% |
| YTD | -56.8% | -28.1% | -28.7% | -49.4% |
| 1Y | -58.4% | -35.0% | -23.4% | -48.5% |
| 3Y | -26.7% | +2.1% | -28.8% | -31.8% |
| 5Y | +88.0% | -22.1% | +110.1% | +99.8% |
| 10Y | +545.7% | +107.0% | +438.8% | +290.5% |
| All | +545.7% | +113.6% | +432.1% | +290.5% |
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 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