+92.4%
FOXA vs XYL
+52.1%
+40.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | +0.8% | +1.2% | -0.4% | +0.3% |
| 30D | +5.0% | -11.9% | +17.0% | +10.5% |
| 3M | -3.0% | -1.5% | -1.5% | -3.1% |
| 6M | +14.8% | -11.9% | +26.7% | +19.7% |
| YTD | -8.9% | -20.6% | +11.7% | -1.1% |
| 1Y | +13.3% | -23.5% | +36.8% | +25.0% |
| 3Y | +115.4% | +14.9% | +100.6% | +94.0% |
| 5Y | +95.3% | -15.3% | +110.6% | +98.5% |
| All | +92.4% | +52.1% | +40.3% | +31.7% |
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