+1,119.4%
NBIS vs XYL
-16.6%
+1,136.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.0% | +4.8% | +5.6% |
| 7D | +22.2% | +1.8% | +20.4% | +20.7% |
| 30D | +29.7% | -9.2% | +39.0% | +38.4% |
| 3M | +11.9% | -0.3% | +12.1% | +5.3% |
| 6M | +173.0% | -11.0% | +184.0% | +189.3% |
| YTD | +191.4% | -19.2% | +210.6% | +241.3% |
| 1Y | +280.7% | -21.2% | +301.9% | +359.9% |
| All | +1,119.4% | -16.6% | +1,136.0% | +1,182.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling