-84.3%
FRMI vs XYL
-26.8%
-57.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.0% | +7.4% | +5.8% |
| 7D | +2.4% | -5.0% | +7.4% | +3.5% |
| 30D | -17.3% | -13.2% | -4.1% | -14.9% |
| 3M | -17.2% | -3.7% | -13.4% | -18.6% |
| 6M | -43.4% | -17.7% | -25.7% | -42.0% |
| YTD | -36.0% | -21.5% | -14.5% | -36.3% |
| All | -84.3% | -26.8% | -57.5% | -82.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling