-1.6%
NDAQ vs XYL
-21.7%
+20.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.1% |
| 7D | -6.8% | -1.2% | -5.5% | -6.5% |
| 30D | -3.2% | -13.2% | +10.0% | +0.6% |
| 3M | +6.5% | -0.2% | +6.6% | +6.3% |
| 6M | +5.7% | -12.5% | +18.2% | +9.8% |
| YTD | -4.6% | -20.9% | +16.3% | +4.3% |
| 1Y | -1.6% | -21.6% | +20.0% | +6.4% |
| All | -1.6% | -21.7% | +20.1% | +6.4% |
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