+130.8%
FTI vs XYL
+389.9%
-259.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | +4.3% | -3.7% | +8.0% | +6.7% |
| 30D | -4.7% | -8.3% | +3.7% | -1.7% |
| 3M | -13.5% | -21.4% | +7.9% | -2.2% |
| 6M | -8.7% | -12.9% | +4.2% | -4.1% |
| YTD | +49.0% | -30.1% | +79.1% | +78.0% |
| 1Y | +54.0% | -35.2% | +89.2% | +93.2% |
| 3Y | +211.6% | -0.8% | +212.4% | +187.5% |
| 5Y | +881.9% | -23.2% | +905.1% | +942.9% |
| 10Y | +188.1% | +101.2% | +86.8% | +64.3% |
| All | +130.8% | +389.9% | -259.1% | -18.7% |
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 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