+684.8%
FITB vs XYL
+389.9%
+294.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.0% |
| 7D | +2.8% | -3.7% | +6.5% | +5.2% |
| 30D | +9.8% | -8.3% | +18.1% | +14.1% |
| 3M | -5.2% | -21.4% | +16.3% | +8.3% |
| 6M | +17.3% | -12.9% | +30.3% | +24.9% |
| YTD | +19.3% | -30.1% | +49.4% | +45.0% |
| 1Y | +32.7% | -35.2% | +67.8% | +69.3% |
| 3Y | +141.6% | -0.8% | +142.4% | +128.2% |
| 5Y | +48.9% | -23.2% | +72.1% | +62.3% |
| 10Y | +216.5% | +101.2% | +115.3% | +97.9% |
| All | +684.8% | +389.9% | +294.9% | +240.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling