+73.4%
NFLX vs XYL
+18.1%
+55.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.8% | -2.6% |
| 7D | -5.0% | +1.8% | -6.8% | -5.4% |
| 30D | +3.5% | -9.2% | +12.8% | +5.8% |
| 3M | -7.1% | -0.3% | -6.8% | -7.3% |
| 6M | -22.5% | -11.0% | -11.5% | -20.4% |
| YTD | -18.1% | -19.2% | +1.1% | -14.3% |
| 1Y | -38.3% | -21.2% | -17.1% | -35.0% |
| 3Y | +73.4% | +18.6% | +54.8% | +42.5% |
| All | +73.4% | +18.1% | +55.3% | +42.5% |
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 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