-80.3%
FIG vs XYL
-19.7%
-60.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.0% | -8.6% | -5.8% |
| 7D | -16.4% | +1.8% | -18.2% | -16.4% |
| 30D | -2.3% | -9.2% | +6.9% | -1.9% |
| 3M | +7.8% | -0.3% | +8.1% | +9.9% |
| 6M | -21.8% | -11.0% | -10.9% | -21.2% |
| YTD | -39.1% | -19.2% | -19.9% | -40.2% |
| 1Y | -56.6% | -21.2% | -35.4% | -56.4% |
| All | -80.3% | -19.7% | -60.6% | -80.4% |
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