-65.6%
FIS vs XYL
-14.7%
-50.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.0% | -8.8% | -7.1% |
| 7D | -3.5% | +1.8% | -5.2% | -4.2% |
| 30D | -7.8% | -9.2% | +1.4% | -4.4% |
| 3M | +0.8% | -0.3% | +1.1% | +0.6% |
| 6M | -21.9% | -11.0% | -10.9% | -18.8% |
| YTD | -39.5% | -19.2% | -20.3% | -34.6% |
| 1Y | -41.0% | -21.2% | -19.8% | -35.7% |
| 3Y | -23.6% | +18.6% | -42.2% | -32.4% |
| 5Y | -65.6% | -14.3% | -51.3% | -69.7% |
| All | -65.6% | -14.7% | -50.9% | -69.7% |
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