+178.1%
FTI vs XYL
+449.8%
-271.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +1.0% |
| 7D | +5.3% | -5.0% | +10.3% | +8.7% |
| 30D | +15.3% | -13.2% | +28.5% | +25.9% |
| 3M | +15.8% | -3.7% | +19.5% | +17.3% |
| 6M | +22.6% | -17.7% | +40.3% | +36.7% |
| YTD | +79.5% | -21.5% | +101.1% | +104.9% |
| 1Y | +102.0% | -24.5% | +126.5% | +135.7% |
| 3Y | +315.8% | +6.9% | +308.9% | +274.3% |
| 5Y | +1,129.5% | -18.1% | +1,147.6% | +1,188.9% |
| 10Y | +320.9% | +134.7% | +186.2% | +124.0% |
| All | +178.1% | +449.8% | -271.7% | -6.4% |
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