+295.8%
FTI vs XYL
+150.5%
+145.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | -4.4% | +1.2% | -5.6% | -5.2% |
| 30D | +1.5% | -11.9% | +13.4% | +10.0% |
| 3M | +8.2% | -1.5% | +9.7% | +8.1% |
| 6M | +18.8% | -11.9% | +30.7% | +27.0% |
| YTD | +71.7% | -20.6% | +92.3% | +95.2% |
| 1Y | +90.0% | -23.5% | +113.6% | +121.2% |
| 3Y | +270.5% | +14.9% | +255.6% | +213.1% |
| 5Y | +1,084.5% | -15.3% | +1,099.8% | +1,121.4% |
| All | +295.8% | +150.5% | +145.3% | +107.5% |
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