+93.0%
FOXA vs XYL
-15.8%
+108.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.4% |
| 7D | -3.7% | -1.2% | -2.5% | -3.4% |
| 30D | +5.4% | -13.2% | +18.5% | +9.7% |
| 3M | -3.7% | -0.2% | -3.6% | -4.3% |
| 6M | +12.6% | -12.5% | +25.1% | +16.4% |
| YTD | -10.0% | -20.9% | +10.9% | -4.2% |
| 1Y | +15.0% | -21.6% | +36.6% | +22.7% |
| 3Y | +115.1% | +16.1% | +99.0% | +99.6% |
| 5Y | +93.0% | -15.6% | +108.6% | +80.9% |
| All | +93.0% | -15.8% | +108.8% | +80.9% |
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