-8.7%
FTI vs XYL
-14.7%
+6.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | +4.3% | -3.7% | +8.0% | +3.8% |
| 30D | -4.7% | -8.3% | +3.7% | -5.1% |
| 3M | -13.5% | -21.4% | +7.9% | -13.1% |
| 6M | -8.7% | -12.9% | +4.2% | -9.6% |
| All | -8.7% | -14.7% | +6.0% | -9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling