+103.1%
NI vs XYL
-0.5%
+103.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | +4.3% | -3.7% | +8.0% | +4.9% |
| 30D | +12.4% | -8.3% | +20.7% | +13.4% |
| 3M | +10.2% | -21.4% | +31.6% | +14.0% |
| 6M | -0.8% | -12.9% | +12.1% | +0.7% |
| YTD | +13.2% | -30.1% | +43.3% | +19.0% |
| 1Y | +10.1% | -35.2% | +45.2% | +17.4% |
| 3Y | +103.1% | -0.8% | +103.9% | +72.2% |
| All | +103.1% | -0.5% | +103.6% | +72.2% |
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