+1,535.7%
NDAQ vs XYL
+403.7%
+1,132.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +2.4% |
| 7D | +2.9% | +0.6% | +2.3% | +2.5% |
| 30D | +17.5% | -5.7% | +23.2% | +19.4% |
| 3M | +15.4% | -19.8% | +35.2% | +25.3% |
| 6M | +24.6% | -14.2% | +38.8% | +30.9% |
| YTD | +14.4% | -28.1% | +42.5% | +29.0% |
| 1Y | +26.9% | -35.0% | +61.9% | +49.4% |
| 3Y | +119.8% | +2.1% | +117.7% | +109.8% |
| 5Y | +70.5% | -22.1% | +92.6% | +78.8% |
| 10Y | +475.8% | +107.0% | +368.8% | +297.9% |
| All | +1,535.7% | +403.7% | +1,132.0% | +728.1% |
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