+1,335.5%
NDAQ vs XYL
+449.8%
+885.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.2% | -1.0% |
| 7D | -2.4% | -5.0% | +2.6% | -0.3% |
| 30D | +2.5% | -13.2% | +15.7% | +8.6% |
| 3M | +9.9% | -3.7% | +13.6% | +11.2% |
| 6M | +9.4% | -17.7% | +27.1% | +17.8% |
| YTD | +0.4% | -21.5% | +21.9% | +10.2% |
| 1Y | +4.0% | -24.5% | +28.5% | +15.9% |
| 3Y | +94.4% | +6.9% | +87.4% | +83.5% |
| 5Y | +56.7% | -18.1% | +74.8% | +62.2% |
| 10Y | +375.3% | +134.7% | +240.6% | +215.3% |
| All | +1,335.5% | +449.8% | +885.7% | +607.4% |
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 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