-52.0%
FIS vs XYL
+104.0%
-156.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.8% | +8.5% | +7.4% |
| 7D | +1.5% | -5.9% | +7.4% | +4.0% |
| 30D | -11.8% | -7.3% | -4.5% | -10.1% |
| 3M | -28.5% | -22.5% | -6.0% | -21.6% |
| 6M | -27.0% | -14.4% | -12.6% | -23.5% |
| YTD | -53.1% | -29.4% | -23.7% | -46.8% |
| 1Y | -52.8% | -35.6% | -17.1% | -44.2% |
| 3Y | -37.5% | +0.3% | -37.7% | -41.0% |
| 5Y | -71.1% | -22.3% | -48.7% | -70.2% |
| 10Y | -52.0% | +103.2% | -155.2% | -66.1% |
| All | -52.0% | +104.0% | -156.0% | -66.1% |
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