+3,653.2%
FIX vs XYL
+129.0%
+3,524.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.2% | +7.7% | +7.0% |
| 7D | -17.5% | +5.9% | -23.3% | -21.6% |
| 30D | -41.6% | -3.9% | -37.6% | -42.0% |
| 3M | -40.6% | -18.7% | -21.9% | -33.5% |
| 6M | -49.4% | -16.9% | -32.5% | -44.9% |
| YTD | +9.2% | -27.4% | +36.5% | +30.7% |
| 1Y | +6.5% | -34.0% | +40.5% | +37.4% |
| 3Y | +448.7% | +5.6% | +443.1% | +397.4% |
| 5Y | +948.7% | -20.6% | +969.3% | +1,046.0% |
| All | +3,653.2% | +129.0% | +3,524.2% | +1,751.4% |
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