-29.1%
FICO vs XYL
-0.6%
-28.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.4% | -1.2% |
| 7D | +1.4% | -6.0% | +7.4% | +3.7% |
| 30D | -0.8% | -8.3% | +7.5% | +1.8% |
| 3M | -31.3% | -22.6% | -8.7% | -24.7% |
| 6M | -33.9% | -15.0% | -18.9% | -29.8% |
| YTD | -57.6% | -30.2% | -27.4% | -51.8% |
| 1Y | -59.7% | -36.4% | -23.3% | -52.4% |
| All | -29.1% | -0.6% | -28.5% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling