-14.5%
XYL vs FRSH
-72.5%
+58.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +1.2% | -6.6% | +7.8% | +2.2% |
| 30D | -11.9% | +2.1% | -14.0% | -12.4% |
| 3M | -1.5% | +29.0% | -30.5% | -5.7% |
| 6M | -11.9% | +48.6% | -60.5% | -18.0% |
| YTD | -20.6% | -2.9% | -17.6% | -21.3% |
| 1Y | -23.5% | -7.9% | -15.6% | -23.8% |
| 3Y | +14.9% | -46.5% | +61.4% | +21.9% |
| All | -14.5% | -72.5% | +58.0% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling