+138.6%
NOK vs XYL
+150.5%
-11.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.6% |
| 7D | +11.0% | +1.2% | +9.8% | +10.5% |
| 30D | +7.8% | -11.9% | +19.8% | +13.6% |
| 3M | -21.0% | -1.5% | -19.5% | -21.2% |
| 6M | +40.9% | -11.9% | +52.8% | +46.9% |
| YTD | +72.0% | -20.6% | +92.6% | +86.8% |
| 1Y | +140.9% | -23.5% | +164.4% | +166.1% |
| 3Y | +194.3% | +14.9% | +179.4% | +164.4% |
| 5Y | +112.5% | -15.3% | +127.8% | +113.7% |
| All | +138.6% | +150.5% | -11.9% | +41.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling