+119.1%
FN vs XYL
+5.6%
+113.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.5% | +10.4% | +11.2% |
| 7D | +16.3% | +2.1% | +14.2% | +15.0% |
| 30D | -24.7% | -3.4% | -21.4% | -25.3% |
| 3M | -34.9% | -17.2% | -17.7% | -28.5% |
| 6M | -41.1% | -12.0% | -29.1% | -39.1% |
| YTD | -19.6% | -26.3% | +6.7% | -4.9% |
| 1Y | -18.5% | -33.5% | +15.0% | +4.5% |
| 3Y | +119.1% | +6.4% | +112.7% | +130.2% |
| All | +119.1% | +5.6% | +113.5% | +130.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling