+3,800.0%
FIX vs XYL
+129.6%
+3,670.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.5% | +7.9% | +8.4% |
| 7D | -7.2% | +2.1% | -9.3% | -9.2% |
| 30D | -35.1% | -3.4% | -31.8% | -35.8% |
| 3M | -34.3% | -17.2% | -17.1% | -27.3% |
| 6M | -42.9% | -12.0% | -30.9% | -40.4% |
| YTD | +19.5% | -26.3% | +45.7% | +41.6% |
| 1Y | +16.8% | -33.5% | +50.3% | +50.1% |
| 3Y | +506.7% | +6.4% | +500.3% | +447.9% |
| 5Y | +1,046.7% | -20.9% | +1,067.6% | +1,160.3% |
| 10Y | +3,800.0% | +120.8% | +3,679.1% | +1,882.4% |
| All | +3,800.0% | +129.6% | +3,670.4% | +1,882.4% |
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 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