+860.4%
FN vs XYL
+135.4%
+725.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.2% | +4.3% |
| 7D | -1.7% | -5.0% | +3.4% | +1.2% |
| 30D | -22.0% | -13.2% | -8.8% | -15.5% |
| 3M | -43.0% | -3.7% | -39.3% | -42.4% |
| 6M | -27.7% | -17.7% | -10.1% | -20.0% |
| YTD | -10.5% | -21.5% | +11.0% | +1.6% |
| 1Y | +12.5% | -24.5% | +37.0% | +30.9% |
| 3Y | +153.8% | +6.9% | +146.9% | +143.7% |
| 5Y | +288.0% | -18.1% | +306.1% | +316.3% |
| All | +860.4% | +135.4% | +725.0% | +467.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling