+250.5%
NEM vs XYL
+16.4%
+234.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +1.6% |
| 7D | +3.1% | +0.8% | +2.2% | +2.8% |
| 30D | +10.0% | -10.8% | +20.8% | +13.8% |
| 3M | +30.9% | -2.5% | +33.4% | +31.0% |
| 6M | +10.5% | -12.2% | +22.7% | +14.2% |
| YTD | +29.7% | -20.1% | +49.8% | +36.4% |
| 1Y | +71.1% | -20.6% | +91.8% | +80.3% |
| All | +250.5% | +16.4% | +234.1% | +217.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling