+794.1%
FN vs XYL
+113.6%
+680.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.4% | -2.3% | -3.5% |
| 7D | -4.1% | +0.6% | -4.7% | -4.6% |
| 30D | -28.3% | -5.7% | -22.6% | -27.9% |
| 3M | -33.9% | -19.8% | -14.1% | -27.3% |
| 6M | -43.9% | -14.2% | -29.7% | -41.3% |
| YTD | -23.4% | -28.1% | +4.6% | -11.3% |
| 1Y | -25.4% | -35.0% | +9.6% | -8.4% |
| 3Y | +107.9% | +2.1% | +105.8% | +99.8% |
| 5Y | +195.1% | -22.1% | +217.2% | +217.5% |
| 10Y | +794.1% | +107.0% | +687.1% | +450.2% |
| All | +794.1% | +113.6% | +680.5% | +450.2% |
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