-25.7%
FN vs XYL
-30.7%
+5.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.0% | -10.9% | -6.4% |
| 7D | -7.0% | +14.5% | -21.5% | -8.9% |
| 30D | -24.7% | -1.3% | -23.4% | -25.3% |
| 3M | -35.7% | -17.0% | -18.7% | -30.0% |
| 6M | -52.4% | -11.3% | -41.1% | -51.1% |
| YTD | -25.0% | -25.0% | 0.0% | -14.0% |
| 1Y | -25.7% | -31.5% | +5.9% | -2.5% |
| All | -25.7% | -30.7% | +5.0% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling