+5,993.3%
FIX vs XYL
+141.5%
+5,851.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.6% | +0.2% |
| 7D | +6.1% | +1.8% | +4.3% | +4.6% |
| 30D | -2.7% | -9.2% | +6.6% | +4.4% |
| 3M | -10.9% | -0.3% | -10.7% | -12.1% |
| 6M | +29.0% | -11.0% | +40.0% | +39.0% |
| YTD | +76.9% | -19.2% | +96.1% | +103.3% |
| 1Y | +130.7% | -21.2% | +152.0% | +171.3% |
| 3Y | +790.7% | +18.6% | +772.1% | +669.4% |
| 5Y | +2,185.6% | -14.3% | +2,199.9% | +2,351.5% |
| 10Y | +5,993.3% | +141.0% | +5,852.3% | +2,933.7% |
| All | +5,993.3% | +141.5% | +5,851.8% | +2,933.7% |
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