+11,529.5%
FIX vs XYL
+408.9%
+11,120.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.2% | +7.7% | +6.9% |
| 7D | -17.5% | +5.9% | -23.3% | -21.3% |
| 30D | -41.6% | -3.9% | -37.6% | -42.0% |
| 3M | -40.6% | -18.7% | -21.9% | -34.0% |
| 6M | -49.4% | -16.9% | -32.5% | -45.2% |
| YTD | +9.2% | -27.4% | +36.5% | +29.2% |
| 1Y | +6.5% | -34.0% | +40.5% | +35.1% |
| 3Y | +448.7% | +5.6% | +443.1% | +404.4% |
| 5Y | +948.7% | -20.6% | +969.3% | +1,041.7% |
| 10Y | +3,659.7% | +133.4% | +3,526.3% | +1,939.1% |
| All | +11,529.5% | +408.9% | +11,120.6% | +3,589.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling