+11.4%
FPS vs XYL
-21.1%
+32.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.1% | +1.4% |
| 7D | +10.4% | +1.8% | +8.6% | +9.3% |
| 30D | -16.5% | -9.2% | -7.3% | -12.0% |
| 3M | -45.5% | -0.3% | -45.3% | -48.8% |
| 6M | +2.1% | -11.0% | +13.0% | +8.4% |
| All | +11.4% | -21.1% | +32.5% | +37.7% |
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