+688.3%
NI vs XYL
+466.0%
+222.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.0% | -1.7% | +0.4% |
| 7D | +2.3% | +1.8% | +0.5% | +1.8% |
| 30D | -1.7% | -9.2% | +7.6% | +1.0% |
| 3M | -8.0% | -0.3% | -7.7% | -8.2% |
| 6M | -8.6% | -11.0% | +2.3% | -6.0% |
| YTD | +2.3% | -19.2% | +21.5% | +8.0% |
| 1Y | +6.9% | -21.2% | +28.1% | +13.6% |
| 3Y | +70.6% | +18.6% | +51.9% | +56.9% |
| 5Y | +96.4% | -14.3% | +110.7% | +96.1% |
| 10Y | +136.1% | +141.0% | -4.9% | +70.0% |
| All | +688.3% | +466.0% | +222.3% | +369.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling