+2,225.0%
FN vs XYL
+459.9%
+1,765.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +1.1% |
| 7D | +5.8% | +0.8% | +5.0% | +5.2% |
| 30D | -20.6% | -10.8% | -9.8% | -15.5% |
| 3M | -28.6% | -2.5% | -26.1% | -28.3% |
| 6M | -20.7% | -12.2% | -8.5% | -15.6% |
| YTD | -8.1% | -20.1% | +11.9% | +2.9% |
| 1Y | +13.3% | -20.6% | +34.0% | +27.7% |
| 3Y | +175.7% | +17.3% | +158.4% | +152.3% |
| 5Y | +297.4% | -14.5% | +311.9% | +316.6% |
| 10Y | +950.9% | +150.2% | +800.7% | +508.7% |
| All | +2,225.0% | +459.9% | +1,765.1% | +764.1% |
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