+18,305.4%
FIX vs XYL
+449.8%
+17,855.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +3.3% |
| 7D | +6.0% | -5.0% | +11.1% | +9.8% |
| 30D | -7.2% | -13.2% | +6.0% | +2.2% |
| 3M | -15.9% | -3.7% | -12.1% | -14.7% |
| 6M | +12.7% | -17.7% | +30.4% | +28.0% |
| YTD | +72.8% | -21.5% | +94.3% | +101.0% |
| 1Y | +122.9% | -24.5% | +147.4% | +167.4% |
| 3Y | +774.3% | +6.9% | +767.4% | +722.9% |
| 5Y | +2,049.5% | -18.1% | +2,067.5% | +2,270.4% |
| 10Y | +5,821.5% | +134.7% | +5,686.7% | +3,181.6% |
| All | +18,305.4% | +449.8% | +17,855.6% | +5,638.4% |
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