+28.0%
NBIS vs XYL
-30.7%
+58.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.0% | -11.6% | -5.5% |
| 7D | -22.4% | +14.5% | -36.9% | -20.1% |
| 30D | -39.1% | -1.3% | -37.8% | -38.8% |
| 3M | -37.3% | -17.0% | -20.3% | -34.9% |
| 6M | -19.8% | -11.3% | -8.5% | -21.6% |
| YTD | +69.1% | -25.0% | +94.0% | +85.1% |
| 1Y | +28.0% | -31.5% | +59.6% | +67.5% |
| All | +28.0% | -30.7% | +58.7% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling