+102.8%
NOK vs XYL
-15.8%
+118.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.9% |
| 7D | +8.7% | -1.2% | +9.9% | +9.2% |
| 30D | +12.5% | -13.2% | +25.7% | +18.7% |
| 3M | -20.7% | -0.2% | -20.6% | -21.6% |
| 6M | +36.2% | -12.5% | +48.7% | +41.9% |
| YTD | +64.1% | -20.9% | +85.0% | +78.0% |
| 1Y | +132.4% | -21.6% | +153.9% | +153.0% |
| 3Y | +182.9% | +16.1% | +166.7% | +148.1% |
| 5Y | +102.8% | -15.6% | +118.4% | +94.5% |
| All | +102.8% | -15.8% | +118.6% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling