+130.7%
FIX vs XYL
-21.5%
+152.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.6% | +0.8% |
| 7D | +6.1% | +1.8% | +4.3% | +5.0% |
| 30D | -2.7% | -9.2% | +6.6% | +2.4% |
| 3M | -10.9% | -0.3% | -10.7% | -14.3% |
| 6M | +29.0% | -11.0% | +40.0% | +35.1% |
| YTD | +76.9% | -19.2% | +96.1% | +87.1% |
| 1Y | +130.7% | -21.2% | +152.0% | +159.4% |
| All | +130.7% | -21.5% | +152.2% | +159.4% |
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 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