+90.3%
FOXA vs XYL
+54.7%
+35.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.2% | -1.5% |
| 7D | -0.6% | +1.8% | -2.4% | -1.4% |
| 30D | +2.3% | -9.2% | +11.5% | +6.3% |
| 3M | -2.8% | -0.3% | -2.6% | -3.5% |
| 6M | +9.6% | -11.0% | +20.6% | +13.8% |
| YTD | -9.9% | -19.2% | +9.3% | -2.9% |
| 1Y | +5.4% | -21.2% | +26.6% | +14.8% |
| 3Y | +115.3% | +18.6% | +96.7% | +91.2% |
| 5Y | +93.1% | -14.3% | +107.4% | +95.5% |
| All | +90.3% | +54.7% | +35.6% | +29.4% |
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