-0.8%
XYL vs FND
-39.5%
+38.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.7% |
| 7D | -3.7% | -6.8% | +3.1% | -2.2% |
| 30D | -8.3% | +8.0% | -16.3% | -10.1% |
| 3M | -21.4% | -18.9% | -2.5% | -18.0% |
| 6M | -12.9% | +4.7% | -17.6% | -14.7% |
| YTD | -30.1% | -21.6% | -8.5% | -27.7% |
| 1Y | -35.2% | -22.0% | -13.1% | -32.9% |
| 3Y | -0.8% | -40.4% | +39.7% | +10.0% |
| All | -0.8% | -39.5% | +38.8% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling