+29.4%
NDAQ vs XYL
-30.7%
+60.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.0% | -2.4% | +1.4% |
| 7D | +3.9% | +14.5% | -10.6% | +0.7% |
| 30D | +19.0% | -1.3% | +20.3% | +18.7% |
| 3M | +17.6% | -17.0% | +34.5% | +22.9% |
| 6M | +21.0% | -11.3% | +32.3% | +24.4% |
| YTD | +14.1% | -25.0% | +39.1% | +26.5% |
| 1Y | +29.4% | -31.5% | +61.0% | +49.1% |
| All | +29.4% | -30.7% | +60.1% | +49.1% |
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