-70.8%
FIS vs XYL
-23.3%
-47.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | +2.8% | -3.7% | +6.6% | +4.1% |
| 30D | -16.7% | -8.3% | -8.4% | -14.9% |
| 3M | -32.3% | -21.4% | -10.9% | -26.6% |
| 6M | -29.1% | -12.9% | -16.1% | -26.5% |
| YTD | -54.1% | -30.1% | -24.1% | -48.2% |
| 1Y | -53.7% | -35.2% | -18.6% | -46.0% |
| 3Y | -38.8% | -0.8% | -38.1% | -42.8% |
| All | -70.8% | -23.3% | -47.5% | -72.3% |
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