-40.7%
FIS vs XYL
+149.5%
-190.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.6% |
| 7D | -8.9% | -1.2% | -7.7% | -8.5% |
| 30D | -9.9% | -13.2% | +3.3% | -4.4% |
| 3M | 0.0% | -0.2% | +0.1% | -0.4% |
| 6M | -22.9% | -12.5% | -10.4% | -19.1% |
| YTD | -40.9% | -20.9% | -20.0% | -35.2% |
| 1Y | -40.4% | -21.6% | -18.9% | -34.6% |
| 3Y | -25.4% | +16.1% | -41.5% | -32.9% |
| 5Y | -64.8% | -15.6% | -49.2% | -64.5% |
| All | -40.7% | +149.5% | -190.2% | -59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling