+8.0%
XYL vs FGI
-70.4%
+78.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.5% | -9.6% | -2.1% |
| 7D | -5.0% | +0.5% | -5.6% | -5.1% |
| 30D | -13.2% | +65.4% | -78.6% | -13.6% |
| 3M | -3.7% | +23.5% | -27.2% | -4.0% |
| 6M | -17.7% | +60.5% | -78.2% | -18.7% |
| YTD | -21.5% | +30.0% | -51.5% | -22.3% |
| 1Y | -24.5% | +82.1% | -106.6% | -26.3% |
| 3Y | +6.9% | -4.4% | +11.3% | +5.2% |
| All | +8.0% | -70.4% | +78.4% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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