+432.8%
XYL vs FDS
+281.5%
+151.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -0.7% |
| 7D | -5.0% | -1.9% | -3.1% | -4.3% |
| 30D | -13.2% | +9.0% | -22.2% | -16.3% |
| 3M | -3.7% | +18.9% | -22.6% | -11.1% |
| 6M | -17.7% | +35.1% | -52.8% | -29.3% |
| YTD | -21.5% | +5.5% | -27.0% | -25.6% |
| 1Y | -24.5% | -16.8% | -7.7% | -21.1% |
| 3Y | +6.9% | -28.1% | +35.0% | +18.0% |
| 5Y | -18.1% | -17.4% | -0.7% | -15.9% |
| 10Y | +134.7% | +85.4% | +49.3% | +62.9% |
| All | +432.8% | +281.5% | +151.2% | +183.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling