+206.5%
FITB vs XYL
+100.4%
+106.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.0% |
| 7D | +2.8% | -3.7% | +6.5% | +5.4% |
| 30D | +9.8% | -8.3% | +18.1% | +14.5% |
| 3M | -5.2% | -21.4% | +16.3% | +9.8% |
| 6M | +17.3% | -12.9% | +30.3% | +25.5% |
| YTD | +19.3% | -30.1% | +49.4% | +47.8% |
| 1Y | +32.7% | -35.2% | +67.8% | +73.7% |
| 3Y | +141.6% | -0.8% | +142.4% | +123.2% |
| 5Y | +48.9% | -23.2% | +72.1% | +63.3% |
| All | +206.5% | +100.4% | +106.1% | +76.0% |
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