+3,652.8%
FICO vs XYL
+449.8%
+3,203.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.0% | -14.6% | -15.6% |
| 7D | -19.2% | -5.0% | -14.1% | -16.8% |
| 30D | -14.6% | -13.2% | -1.4% | -8.0% |
| 3M | -20.1% | -3.7% | -16.4% | -18.3% |
| 6M | -36.3% | -17.7% | -18.6% | -29.8% |
| YTD | -44.9% | -21.5% | -23.3% | -38.0% |
| 1Y | -38.6% | -24.5% | -14.1% | -29.7% |
| 3Y | +4.0% | +6.9% | -3.0% | -3.4% |
| 5Y | +99.5% | -18.1% | +117.6% | +108.7% |
| 10Y | +604.7% | +134.7% | +470.0% | +321.1% |
| All | +3,652.8% | +449.8% | +3,203.1% | +1,472.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling