-93.2%
FRMI vs XYL
-30.7%
-62.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +5.0% | -15.5% | -10.1% |
| 7D | -39.7% | +14.5% | -54.3% | -39.5% |
| 30D | -55.2% | -1.3% | -53.8% | -54.6% |
| 3M | -71.2% | -17.0% | -54.2% | -69.4% |
| 6M | -64.1% | -11.3% | -52.8% | -63.1% |
| YTD | -77.2% | -25.0% | -52.3% | -77.2% |
| 1Y | -93.2% | -31.5% | -61.6% | -92.5% |
| All | -93.2% | -30.7% | -62.5% | -92.5% |
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