+683.6%
FITB vs XYL
+449.8%
+233.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.9% | +1.1% |
| 7D | +0.6% | -5.0% | +5.7% | +4.0% |
| 30D | -4.7% | -13.2% | +8.5% | +4.1% |
| 3M | +6.7% | -3.7% | +10.4% | +8.6% |
| 6M | +12.6% | -17.7% | +30.2% | +26.5% |
| YTD | +19.1% | -21.5% | +40.6% | +37.1% |
| 1Y | +22.6% | -24.5% | +47.1% | +44.6% |
| 3Y | +127.1% | +6.9% | +120.2% | +108.4% |
| 5Y | +71.8% | -18.1% | +89.9% | +82.9% |
| 10Y | +287.2% | +134.7% | +152.5% | +125.2% |
| All | +683.6% | +449.8% | +233.8% | +222.0% |
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 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