-24.1%
FICO vs XYL
+5.2%
-29.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.4% |
| 7D | -0.9% | +5.9% | -6.8% | -3.2% |
| 30D | +3.3% | -3.9% | +7.3% | +4.2% |
| 3M | -31.7% | -18.7% | -13.0% | -26.5% |
| 6M | -34.0% | -16.9% | -17.1% | -29.3% |
| YTD | -58.3% | -27.4% | -31.0% | -53.3% |
| 1Y | -57.9% | -34.0% | -23.9% | -51.0% |
| 3Y | -24.1% | +5.6% | -29.7% | -32.5% |
| All | -24.1% | +5.2% | -29.3% | -32.5% |
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 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