+693.0%
FN vs XYL
+100.4%
+592.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.2% | -7.5% | -7.4% |
| 7D | +0.3% | -3.7% | +4.0% | +2.3% |
| 30D | -16.5% | -8.3% | -8.2% | -14.9% |
| 3M | -42.1% | -21.4% | -20.7% | -35.7% |
| 6M | -52.9% | -12.9% | -39.9% | -51.1% |
| YTD | -28.0% | -30.1% | +2.1% | -15.4% |
| 1Y | -18.5% | -35.2% | +16.6% | -0.1% |
| 3Y | +93.9% | -0.8% | +94.6% | +88.9% |
| 5Y | +170.5% | -23.2% | +193.7% | +193.0% |
| All | +693.0% | +100.4% | +592.6% | +390.0% |
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