-83.1%
FRMI vs XYL
-25.9%
-57.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.7% | +1.9% |
| 7D | +7.4% | +1.2% | +6.2% | +7.2% |
| 30D | -27.6% | -11.9% | -15.7% | -25.7% |
| 3M | -20.9% | -1.5% | -19.3% | -22.4% |
| 6M | -36.6% | -11.9% | -24.7% | -36.2% |
| YTD | -31.3% | -20.6% | -10.7% | -31.8% |
| All | -83.1% | -25.9% | -57.2% | -81.5% |
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 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