-72.3%
FLNC vs XYL
-11.5%
-60.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -3.2% |
| 7D | -5.0% | -1.2% | -3.8% | -3.6% |
| 30D | -26.1% | -13.2% | -12.9% | -14.2% |
| 3M | -55.2% | -0.2% | -55.0% | -56.1% |
| 6M | -42.6% | -12.5% | -30.1% | -35.6% |
| YTD | -51.0% | -20.9% | -30.1% | -38.8% |
| 1Y | +43.3% | -21.6% | +64.9% | +82.9% |
| 3Y | -63.4% | +16.1% | -79.5% | -70.3% |
| All | -72.3% | -11.5% | -60.8% | -73.5% |
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