-22.1%
XYL vs FDS
-22.8%
+0.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | +0.6% | -2.0% | +2.6% | +1.2% |
| 30D | -5.7% | +13.5% | -19.2% | -8.9% |
| 3M | -19.8% | +15.2% | -35.0% | -23.1% |
| 6M | -14.2% | +47.0% | -61.2% | -24.6% |
| YTD | -28.1% | +13.9% | -42.0% | -30.8% |
| 1Y | -35.0% | +25.2% | -60.2% | -40.4% |
| 3Y | +2.1% | -25.3% | +27.4% | +18.5% |
| 5Y | -22.1% | -23.3% | +1.2% | -13.3% |
| All | -22.1% | -22.8% | +0.7% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling