+488.5%
NDAQ vs XYL
+100.4%
+388.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +1.3% | -3.7% | +5.0% | +2.9% |
| 30D | +18.0% | -8.3% | +26.3% | +21.5% |
| 3M | +11.5% | -21.4% | +33.0% | +22.9% |
| 6M | +21.1% | -12.9% | +34.0% | +26.7% |
| YTD | +12.8% | -30.1% | +42.9% | +29.9% |
| 1Y | +25.7% | -35.2% | +60.9% | +49.9% |
| 3Y | +116.8% | -0.8% | +117.6% | +107.4% |
| 5Y | +67.3% | -23.2% | +90.5% | +76.7% |
| All | +488.5% | +100.4% | +388.1% | +307.9% |
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