+131.8%
XYL vs FND
+54.9%
+76.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | -1.2% | -5.1% | +3.8% | 0.0% |
| 30D | -13.2% | -22.5% | +9.4% | -7.3% |
| 3M | -0.2% | -5.0% | +4.8% | +0.4% |
| 6M | -12.5% | -21.5% | +9.0% | -8.2% |
| YTD | -20.9% | -23.0% | +2.1% | -17.0% |
| 1Y | -21.6% | -44.9% | +23.3% | -10.5% |
| 3Y | +16.1% | -50.0% | +66.1% | +30.8% |
| 5Y | -15.6% | -63.3% | +47.7% | -1.6% |
| All | +131.8% | +54.9% | +76.8% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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