+266.8%
FTI vs XYL
+15.2%
+251.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.5% |
| 7D | -5.6% | -1.2% | -4.4% | -5.2% |
| 30D | +0.4% | -13.2% | +13.6% | +6.1% |
| 3M | +8.1% | -0.2% | +8.3% | +7.3% |
| 6M | +16.7% | -12.5% | +29.2% | +22.3% |
| YTD | +70.0% | -20.9% | +90.9% | +85.3% |
| 1Y | +85.4% | -21.6% | +107.0% | +102.4% |
| All | +266.8% | +15.2% | +251.6% | +243.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling