+122.9%
FIX vs XYL
-23.4%
+146.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +3.0% |
| 7D | +6.0% | -5.0% | +11.1% | +8.9% |
| 30D | -7.2% | -13.2% | +6.0% | 0.0% |
| 3M | -15.9% | -3.7% | -12.1% | -17.4% |
| 6M | +12.7% | -17.7% | +30.4% | +23.9% |
| YTD | +72.8% | -21.5% | +94.3% | +85.8% |
| 1Y | +122.9% | -24.5% | +147.4% | +157.0% |
| All | +122.9% | -23.4% | +146.3% | +157.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling