+494.2%
FIX vs XYL
-0.5%
+494.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.5% |
| 7D | +9.4% | -3.7% | +13.2% | +11.6% |
| 30D | -27.8% | -8.3% | -19.4% | -26.4% |
| 3M | -35.6% | -21.4% | -14.1% | -26.5% |
| 6M | -45.2% | -12.9% | -32.3% | -43.6% |
| YTD | +19.5% | -30.1% | +49.5% | +46.0% |
| 1Y | +24.2% | -35.2% | +59.4% | +62.8% |
| 3Y | +494.2% | -0.8% | +494.9% | +377.4% |
| All | +494.2% | -0.5% | +494.6% | +377.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling