+489.4%
NDAQ vs XYL
+100.1%
+389.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.4% |
| 7D | +1.7% | -6.0% | +7.7% | +4.4% |
| 30D | +16.2% | -8.3% | +24.5% | +19.7% |
| 3M | +14.0% | -22.6% | +36.6% | +26.4% |
| 6M | +22.3% | -15.0% | +37.3% | +29.4% |
| YTD | +13.0% | -30.2% | +43.2% | +30.3% |
| 1Y | +24.0% | -36.4% | +60.4% | +49.2% |
| 3Y | +117.1% | -0.9% | +118.0% | +107.8% |
| 5Y | +67.5% | -23.4% | +90.9% | +77.1% |
| All | +489.4% | +100.1% | +389.4% | +308.8% |
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