+1,528.5%
FN vs XYL
+420.4%
+1,108.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -1.0% | -13.3% | -13.7% |
| 7D | -16.0% | +10.2% | -26.2% | -20.5% |
| 30D | -40.1% | -4.3% | -35.8% | -40.2% |
| 3M | -43.9% | -17.8% | -26.1% | -39.2% |
| 6M | -55.6% | -13.4% | -42.3% | -53.7% |
| YTD | -35.7% | -25.7% | -9.9% | -26.9% |
| 1Y | -39.8% | -32.7% | -7.2% | -27.8% |
| 3Y | +80.3% | +7.1% | +73.1% | +69.1% |
| 5Y | +143.3% | -18.7% | +162.0% | +156.3% |
| 10Y | +682.3% | +138.7% | +543.6% | +353.0% |
| All | +1,528.5% | +420.4% | +1,108.1% | +513.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling