-80.9%
FIG vs XYL
-20.5%
-60.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.2% |
| 7D | -14.5% | +0.8% | -15.3% | -14.4% |
| 30D | -13.3% | -10.8% | -2.5% | -12.9% |
| 3M | +7.4% | -2.5% | +10.0% | +9.4% |
| 6M | -27.8% | -12.2% | -15.6% | -27.2% |
| YTD | -41.1% | -20.1% | -21.0% | -42.2% |
| 1Y | -58.7% | -20.6% | -38.1% | -57.0% |
| All | -80.9% | -20.5% | -60.4% | -81.0% |
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