-82.4%
FRMI vs XYL
-24.6%
-57.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +3.0% | +8.6% | +10.7% |
| 7D | +23.3% | +1.8% | +21.5% | +22.7% |
| 30D | -7.6% | -9.2% | +1.6% | -5.7% |
| 3M | +0.2% | -0.3% | +0.4% | -2.6% |
| 6M | -28.7% | -11.0% | -17.8% | -28.5% |
| YTD | -28.6% | -19.2% | -9.4% | -29.5% |
| All | -82.4% | -24.6% | -57.8% | -80.9% |
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