+103.2%
XYL vs FDS
+132.8%
-29.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.9% |
| 7D | -5.9% | -2.1% | -3.7% | -5.1% |
| 30D | -7.3% | +16.0% | -23.3% | -12.3% |
| 3M | -22.5% | +18.8% | -41.3% | -27.9% |
| 6M | -14.4% | +54.1% | -68.5% | -29.6% |
| YTD | -29.4% | +17.0% | -46.4% | -35.5% |
| 1Y | -35.6% | +25.5% | -61.1% | -43.5% |
| 3Y | +0.3% | -23.3% | +23.6% | +9.8% |
| 5Y | -22.3% | -22.6% | +0.3% | -16.3% |
| 10Y | +103.2% | +130.2% | -27.0% | +35.6% |
| All | +103.2% | +132.8% | -29.5% | +35.6% |
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