+14.9%
XYL vs FRSH
-46.4%
+61.2%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +1.2% | -6.6% | +7.8% | +1.9% |
| 30D | -11.9% | +2.1% | -14.0% | -12.2% |
| 3M | -1.5% | +29.0% | -30.5% | -4.3% |
| 6M | -11.9% | +48.6% | -60.5% | -16.2% |
| YTD | -20.6% | -2.9% | -17.6% | -20.7% |
| 1Y | -23.5% | -7.9% | -15.6% | -23.2% |
| 3Y | +14.9% | -46.5% | +61.4% | +22.2% |
| All | +14.9% | -46.4% | +61.2% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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