+67.9%
NI vs XYL
+15.2%
+52.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -0.6% | -1.2% | +0.7% | -0.4% |
| 30D | -1.4% | -13.2% | +11.8% | +0.9% |
| 3M | -10.6% | -0.2% | -10.4% | -10.7% |
| 6M | -9.9% | -12.5% | +2.6% | -8.2% |
| YTD | +1.2% | -20.9% | +22.1% | +4.8% |
| 1Y | +4.4% | -21.6% | +26.0% | +8.2% |
| All | +67.9% | +15.2% | +52.7% | +51.5% |
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