+4.4%
FICO vs XYL
+8.6%
-4.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.0% | -14.6% | -15.8% |
| 7D | -19.2% | -5.0% | -14.1% | -17.3% |
| 30D | -14.6% | -13.2% | -1.4% | -9.5% |
| 3M | -20.1% | -3.7% | -16.4% | -18.3% |
| 6M | -36.3% | -17.7% | -18.6% | -31.2% |
| YTD | -44.9% | -21.5% | -23.3% | -39.5% |
| 1Y | -38.6% | -24.5% | -14.1% | -31.8% |
| All | +4.4% | +8.6% | -4.1% | -5.9% |
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