+1,515.3%
NDAQ vs XYL
+389.1%
+1,126.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | +1.7% | -6.0% | +7.7% | +4.3% |
| 30D | +16.2% | -8.3% | +24.5% | +19.5% |
| 3M | +14.0% | -22.6% | +36.6% | +25.5% |
| 6M | +22.3% | -15.0% | +37.3% | +28.9% |
| YTD | +13.0% | -30.2% | +43.2% | +29.0% |
| 1Y | +24.0% | -36.4% | +60.4% | +47.2% |
| 3Y | +117.1% | -0.9% | +118.0% | +109.7% |
| 5Y | +67.5% | -23.4% | +90.9% | +76.8% |
| 10Y | +474.3% | +100.9% | +373.4% | +301.7% |
| All | +1,515.3% | +389.1% | +1,126.2% | +727.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling