+112.5%
NET vs XYL
-17.7%
+130.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | +0.1% | -0.1% |
| 7D | -7.0% | -5.0% | -1.9% | -2.3% |
| 30D | -4.8% | -13.2% | +8.4% | +8.4% |
| 3M | +3.8% | -3.7% | +7.5% | +5.9% |
| 6M | +50.0% | -17.7% | +67.7% | +75.6% |
| YTD | +41.5% | -21.5% | +63.0% | +71.2% |
| 1Y | +32.8% | -24.5% | +57.3% | +67.1% |
| 3Y | +335.9% | +6.9% | +328.9% | +252.4% |
| All | +112.5% | -17.7% | +130.2% | +128.5% |
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