+51.1%
NEM vs XYL
-30.7%
+81.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.0% | +4.9% | +8.6% |
| 7D | +3.7% | +14.5% | -10.9% | +0.5% |
| 30D | +2.0% | -1.3% | +3.3% | +1.2% |
| 3M | +21.1% | -17.0% | +38.1% | +27.5% |
| 6M | +9.5% | -11.3% | +20.8% | +10.9% |
| YTD | +19.1% | -25.0% | +44.0% | +19.1% |
| 1Y | +51.1% | -31.5% | +82.6% | +68.3% |
| All | +51.1% | -30.7% | +81.8% | +68.3% |
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