-30.7%
FSLY vs XYL
+36.2%
-66.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | +4.9% | -3.7% | +8.6% | +7.1% |
| 30D | -33.5% | -8.3% | -25.2% | -31.9% |
| 3M | -44.6% | -21.4% | -23.2% | -37.0% |
| 6M | -9.2% | -12.9% | +3.7% | -3.9% |
| YTD | +63.3% | -30.1% | +93.3% | +97.7% |
| 1Y | +45.3% | -35.2% | +80.4% | +85.5% |
| 3Y | +3.7% | -0.8% | +4.5% | -1.8% |
| 5Y | -67.2% | -23.2% | -43.9% | -65.4% |
| All | -30.7% | +36.2% | -66.9% | -39.3% |
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