-50.6%
FLUT vs XYL
-15.4%
-35.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.9% |
| 7D | -2.6% | +0.8% | -3.4% | -3.0% |
| 30D | +5.4% | -10.8% | +16.2% | +11.1% |
| 3M | -10.8% | -2.5% | -8.2% | -9.9% |
| 6M | -9.2% | -12.2% | +3.0% | -4.2% |
| YTD | -53.8% | -20.1% | -33.7% | -49.1% |
| 1Y | -66.0% | -20.6% | -45.3% | -62.4% |
| 3Y | -44.7% | +17.3% | -62.0% | -50.7% |
| 5Y | -50.6% | -14.5% | -36.1% | -53.5% |
| All | -50.6% | -15.4% | -35.1% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling