+772.2%
NI vs XYL
+389.9%
+382.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | +4.3% | -3.7% | +8.0% | +5.4% |
| 30D | +12.4% | -8.3% | +20.7% | +14.5% |
| 3M | +10.2% | -21.4% | +31.6% | +17.2% |
| 6M | -0.8% | -12.9% | +12.1% | +2.2% |
| YTD | +13.2% | -30.1% | +43.3% | +23.7% |
| 1Y | +10.1% | -35.2% | +45.2% | +23.0% |
| 3Y | +103.1% | -0.8% | +103.9% | +95.9% |
| 5Y | +115.5% | -23.2% | +138.8% | +120.8% |
| 10Y | +195.5% | +101.2% | +94.2% | +122.2% |
| All | +772.2% | +389.9% | +382.3% | +438.3% |
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 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