-45.3%
FLUT vs XYL
-0.5%
-44.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -0.7% | -3.7% | +3.0% | +0.8% |
| 30D | +9.3% | -8.3% | +17.6% | +12.3% |
| 3M | -17.5% | -21.4% | +3.9% | -9.4% |
| 6M | -14.6% | -12.9% | -1.7% | -10.4% |
| YTD | -62.3% | -30.1% | -32.2% | -56.5% |
| 1Y | -59.6% | -35.2% | -24.5% | -51.8% |
| 3Y | -45.3% | -0.8% | -44.5% | -49.8% |
| All | -45.3% | -0.5% | -44.8% | -49.8% |
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