-27.0%
FIS vs XYL
-15.6%
-11.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.8% | +8.5% | +6.7% |
| 7D | +1.5% | -5.9% | +7.4% | +1.6% |
| 30D | -11.8% | -7.3% | -4.5% | -10.7% |
| 3M | -28.5% | -22.5% | -6.0% | -24.2% |
| 6M | -27.0% | -14.4% | -12.6% | -23.9% |
| All | -27.0% | -15.6% | -11.4% | -23.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling