-58.5%
FIG vs XYL
-21.4%
-37.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.8% |
| 7D | -3.8% | +1.2% | -5.0% | -3.9% |
| 30D | -2.3% | -11.9% | +9.6% | -1.4% |
| 3M | +20.0% | -1.5% | +21.5% | +22.4% |
| 6M | -16.7% | -11.9% | -4.8% | -15.5% |
| YTD | -37.9% | -20.6% | -17.3% | -39.5% |
| 1Y | -58.5% | -23.5% | -35.0% | -55.8% |
| All | -58.5% | -21.4% | -37.1% | -55.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling