+289.3%
FN vs XYL
-17.7%
+307.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.2% | +4.3% |
| 7D | -1.7% | -5.0% | +3.4% | +1.3% |
| 30D | -22.0% | -13.2% | -8.8% | -15.3% |
| 3M | -43.0% | -3.7% | -39.3% | -42.5% |
| 6M | -27.7% | -17.7% | -10.1% | -19.6% |
| YTD | -10.5% | -21.5% | +11.0% | +2.3% |
| 1Y | +12.5% | -24.5% | +37.0% | +32.0% |
| 3Y | +153.8% | +6.9% | +146.9% | +146.6% |
| All | +289.3% | -17.7% | +307.0% | +279.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling