+365.6%
NDAQ vs XYL
+149.5%
+216.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.9% |
| 7D | -6.8% | -1.2% | -5.5% | -6.3% |
| 30D | -3.2% | -13.2% | +10.0% | +3.0% |
| 3M | +6.5% | -0.2% | +6.6% | +6.0% |
| 6M | +5.7% | -12.5% | +18.2% | +11.2% |
| YTD | -4.6% | -20.9% | +16.3% | +5.0% |
| 1Y | -1.6% | -21.6% | +20.0% | +8.6% |
| 3Y | +86.4% | +16.1% | +70.3% | +67.6% |
| 5Y | +50.3% | -15.6% | +65.9% | +53.7% |
| All | +365.6% | +149.5% | +216.1% | +200.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling