+180.6%
NEM vs XYL
+449.8%
-269.1%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.4% |
| 7D | +0.3% | -5.0% | +5.3% | +1.4% |
| 30D | +23.1% | -13.2% | +36.3% | +26.7% |
| 3M | +18.5% | -3.7% | +22.2% | +19.2% |
| 6M | +7.8% | -17.7% | +25.5% | +11.9% |
| YTD | +29.1% | -21.5% | +50.6% | +35.0% |
| 1Y | +72.7% | -24.5% | +97.2% | +81.9% |
| 3Y | +248.7% | +6.9% | +241.8% | +240.9% |
| 5Y | +148.7% | -18.1% | +166.8% | +152.9% |
| 10Y | +304.8% | +134.7% | +170.1% | +216.6% |
| All | +180.6% | +449.8% | -269.1% | +72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling