+154.0%
NEM vs XYL
-15.8%
+169.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | -3.3% | -1.2% | -2.0% | -3.0% |
| 30D | +7.8% | -13.2% | +21.0% | +11.2% |
| 3M | +36.3% | -0.2% | +36.4% | +35.7% |
| 6M | +6.6% | -12.5% | +19.1% | +9.4% |
| YTD | +27.1% | -20.9% | +48.0% | +32.6% |
| 1Y | +62.3% | -21.6% | +83.9% | +69.6% |
| 3Y | +245.1% | +16.1% | +228.9% | +234.5% |
| 5Y | +154.0% | -15.6% | +169.6% | +137.6% |
| All | +154.0% | -15.8% | +169.8% | +137.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling