+344.1%
NEM vs XYL
+100.4%
+243.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -6.4% | -3.7% | -2.7% | -5.8% |
| 30D | +1.4% | -8.3% | +9.7% | +2.6% |
| 3M | -0.7% | -21.4% | +20.7% | +3.2% |
| 6M | -4.5% | -12.9% | +8.5% | -2.6% |
| YTD | +14.0% | -30.1% | +44.1% | +20.4% |
| 1Y | +27.3% | -35.2% | +62.4% | +36.1% |
| 3Y | +250.5% | -0.8% | +251.3% | +248.9% |
| 5Y | +121.1% | -23.2% | +144.3% | +126.2% |
| All | +344.1% | +100.4% | +243.7% | +368.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling