-43.5%
FLUT vs XYL
+17.7%
-61.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | -0.6% |
| 7D | +3.8% | +1.8% | +2.0% | +3.0% |
| 30D | +6.3% | -9.2% | +15.5% | +10.7% |
| 3M | -4.0% | -0.3% | -3.8% | -4.0% |
| 6M | -10.3% | -11.0% | +0.7% | -6.2% |
| YTD | -53.2% | -19.2% | -34.0% | -48.9% |
| 1Y | -65.0% | -21.2% | -43.8% | -61.5% |
| All | -43.5% | +17.7% | -61.2% | -49.3% |
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