+147.1%
FLUT vs XYL
+449.8%
-302.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.1% | -1.7% |
| 7D | -1.6% | -5.0% | +3.4% | -0.5% |
| 30D | +7.7% | -13.2% | +21.0% | +11.0% |
| 3M | -0.7% | -3.7% | +3.0% | +0.1% |
| 6M | -11.2% | -17.7% | +6.5% | -7.7% |
| YTD | -53.4% | -21.5% | -31.9% | -51.2% |
| 1Y | -65.8% | -24.5% | -41.3% | -63.8% |
| 3Y | -44.9% | +6.9% | -51.9% | -45.6% |
| 5Y | -49.7% | -18.1% | -31.6% | -49.9% |
| 10Y | -9.7% | +134.7% | -144.4% | -15.4% |
| All | +147.1% | +449.8% | -302.7% | +123.3% |
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 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