+302.3%
NEM vs XYL
+150.5%
+151.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -1.0% | +1.2% | -2.2% | -1.2% |
| 30D | +7.8% | -11.9% | +19.8% | +10.3% |
| 3M | +30.2% | -1.5% | +31.8% | +30.2% |
| 6M | +9.6% | -11.9% | +21.5% | +11.9% |
| YTD | +27.8% | -20.6% | +48.4% | +32.3% |
| 1Y | +60.7% | -23.5% | +84.2% | +67.4% |
| 3Y | +245.3% | +14.9% | +230.4% | +236.3% |
| 5Y | +155.3% | -15.3% | +170.6% | +157.1% |
| All | +302.3% | +150.5% | +151.8% | +305.3% |
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 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