+150.2%
XYL vs FDS
+72.8%
+77.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | +0.2% |
| 7D | +0.8% | -8.8% | +9.6% | +4.4% |
| 30D | -10.8% | -1.4% | -9.5% | -10.7% |
| 3M | -2.5% | +13.9% | -16.4% | -8.6% |
| 6M | -12.2% | +27.4% | -39.6% | -23.0% |
| YTD | -20.1% | -2.5% | -17.6% | -21.6% |
| 1Y | -20.6% | -23.8% | +3.1% | -13.3% |
| 3Y | +17.3% | -32.5% | +49.8% | +33.9% |
| 5Y | -14.5% | -23.2% | +8.7% | -9.5% |
| 10Y | +150.2% | +76.4% | +73.8% | +74.7% |
| All | +150.2% | +72.8% | +77.4% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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