+84.4%
FICO vs XYL
-23.3%
+107.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +2.2% | -3.7% | +6.0% | +4.0% |
| 30D | +0.1% | -8.3% | +8.4% | +3.3% |
| 3M | -35.2% | -21.4% | -13.7% | -27.9% |
| 6M | -32.4% | -12.9% | -19.4% | -28.3% |
| YTD | -57.4% | -30.1% | -27.3% | -50.2% |
| 1Y | -58.5% | -35.2% | -23.4% | -49.7% |
| 3Y | -28.9% | -0.8% | -28.1% | -33.5% |
| All | +84.4% | -23.3% | +107.7% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling