+21.9%
FIX vs XYL
-36.1%
+58.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.8% | +5.2% |
| 7D | +6.4% | -5.9% | +12.3% | +6.9% |
| 30D | -29.1% | -7.3% | -21.8% | -29.0% |
| 3M | -31.1% | -22.5% | -8.7% | -25.2% |
| 6M | -42.8% | -14.4% | -28.4% | -42.7% |
| YTD | +24.6% | -29.4% | +54.0% | +30.8% |
| 1Y | +21.9% | -35.6% | +57.6% | +46.0% |
| All | +21.9% | -36.1% | +58.1% | +46.0% |
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