+129.9%
XYL vs FND
+66.0%
+63.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.8% | -2.5% |
| 7D | -5.0% | -5.2% | +0.2% | -3.8% |
| 30D | -13.2% | -19.9% | +6.7% | -8.2% |
| 3M | -3.7% | +2.7% | -6.4% | -5.1% |
| 6M | -17.7% | -21.7% | +4.0% | -13.5% |
| YTD | -21.5% | -17.5% | -4.0% | -19.1% |
| 1Y | -24.5% | -39.3% | +14.8% | -16.0% |
| 3Y | +6.9% | -49.8% | +56.7% | +20.5% |
| 5Y | -18.1% | -60.1% | +42.0% | -6.5% |
| All | +129.9% | +66.0% | +63.9% | +85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling