+32.6%
NET vs XYL
-14.9%
+47.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.0% | -7.5% | -6.6% |
| 7D | -16.4% | +14.5% | -30.9% | -26.1% |
| 30D | -25.8% | -1.3% | -24.5% | -27.1% |
| 3M | -11.5% | -17.0% | +5.4% | +1.2% |
| 6M | +18.9% | -11.3% | +30.2% | +26.6% |
| YTD | +35.2% | -25.0% | +60.2% | +64.5% |
| 1Y | +14.5% | -31.5% | +46.0% | +53.5% |
| 3Y | +313.8% | +8.2% | +305.6% | +213.0% |
| 5Y | +32.6% | -17.1% | +49.7% | +38.3% |
| All | +32.6% | -14.9% | +47.5% | +38.3% |
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 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