-37.5%
FIS vs XYL
+0.5%
-38.0%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.8% | +8.5% | +7.1% |
| 7D | +1.5% | -5.9% | +7.4% | +2.9% |
| 30D | -11.8% | -7.3% | -4.5% | -10.6% |
| 3M | -28.5% | -22.5% | -6.0% | -23.5% |
| 6M | -27.0% | -14.4% | -12.6% | -24.4% |
| YTD | -53.1% | -29.4% | -23.7% | -48.3% |
| 1Y | -52.8% | -35.6% | -17.1% | -46.2% |
| All | -37.5% | +0.5% | -38.0% | -42.8% |
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 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